-66.3%
AVS vs SPY
+35.8%
-102.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -3.7% |
| 7D | +0.3% | +0.5% | -0.2% | +1.3% |
| 30D | +15.6% | -0.9% | +16.6% | +13.6% |
| 3M | +4.5% | +3.9% | +0.6% | +13.4% |
| 6M | -17.7% | +14.5% | -32.2% | +8.5% |
| YTD | -15.2% | +12.9% | -28.1% | +9.7% |
| 1Y | -20.4% | +19.4% | -39.8% | +15.2% |
| All | -66.3% | +35.8% | -102.1% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling