+53.9%
AVSC vs SPY
+71.4%
-17.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.7% |
| 7D | -1.1% | -0.9% | -0.2% | -0.2% |
| 30D | +3.0% | -2.4% | +5.3% | +5.4% |
| 3M | -2.7% | -1.2% | -1.6% | -1.7% |
| 6M | +6.5% | +3.3% | +3.3% | +2.9% |
| YTD | +23.6% | +12.3% | +11.3% | +9.7% |
| 1Y | +26.8% | +12.4% | +14.4% | +12.4% |
| 3Y | +74.6% | +78.8% | -4.2% | -1.8% |
| All | +53.9% | +71.4% | -17.5% | -13.0% |
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 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