-65.4%
AVS vs SPY
+36.5%
-101.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.9% |
| 7D | +3.0% | +0.1% | +2.9% | +3.2% |
| 30D | +16.3% | +0.1% | +16.2% | +16.5% |
| 3M | +12.7% | +2.0% | +10.7% | +18.7% |
| 6M | -19.2% | +13.0% | -32.2% | +4.0% |
| YTD | -12.8% | +13.5% | -26.4% | +13.9% |
| 1Y | -28.4% | +20.0% | -48.4% | +4.6% |
| All | -65.4% | +36.5% | -101.9% | -36.0% |
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