-3.2%
AVR vs SPY
+27.3%
-30.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -6.9% |
| 7D | -4.7% | +2.6% | -7.3% | -8.5% |
| 30D | -13.4% | -2.0% | -11.4% | -10.0% |
| 3M | -39.3% | -2.8% | -36.5% | -36.1% |
| 6M | -17.0% | +2.1% | -19.1% | -19.5% |
| YTD | +8.6% | +11.5% | -2.9% | -9.3% |
| 1Y | +43.0% | +13.5% | +29.5% | +16.5% |
| All | -3.2% | +27.3% | -30.5% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling