-58.7%
AVS vs SPY
+30.7%
-89.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | +0.1% |
| 7D | +10.1% | -2.7% | +12.9% | +5.2% |
| 30D | +25.9% | -5.4% | +31.3% | +14.7% |
| 3M | +39.3% | -4.1% | +43.4% | +30.5% |
| 6M | +32.6% | +0.7% | +31.9% | +38.3% |
| YTD | +3.9% | +8.7% | -4.8% | +26.6% |
| 1Y | +3.0% | +10.9% | -7.9% | +31.3% |
| All | -58.7% | +30.7% | -89.4% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling