-66.0%
AVS vs SPY
+35.1%
-101.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +0.2% |
| 7D | +0.8% | -0.4% | +1.1% | 0.0% |
| 30D | +15.4% | -1.4% | +16.8% | +12.5% |
| 3M | +4.4% | +3.7% | +0.7% | +13.0% |
| 6M | -13.0% | +13.0% | -26.0% | +11.9% |
| YTD | -14.3% | +12.4% | -26.7% | +9.9% |
| 1Y | -21.7% | +18.5% | -40.2% | +12.0% |
| All | -66.0% | +35.1% | -101.1% | -38.2% |
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