-62.4%
AVS vs SPY
+33.7%
-96.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +2.4% | -11.3% | -4.4% |
| 7D | -0.9% | +0.1% | -1.0% | +0.2% |
| 30D | +10.3% | -3.3% | +13.7% | +5.1% |
| 3M | +29.0% | -2.4% | +31.4% | +25.4% |
| 6M | +22.4% | +2.6% | +19.8% | +32.6% |
| YTD | -5.4% | +11.2% | -16.6% | +21.0% |
| 1Y | -7.9% | +13.4% | -21.3% | +23.1% |
| All | -62.4% | +33.7% | -96.2% | -32.0% |
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