+49.8%
AVSC vs SPY
+65.9%
-16.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -1.6% | -2.7% | +1.1% | +1.0% |
| 30D | +0.7% | -5.4% | +6.1% | +6.3% |
| 3M | -4.7% | -4.1% | -0.7% | -0.8% |
| 6M | +2.4% | +0.7% | +1.7% | +1.4% |
| YTD | +20.3% | +8.7% | +11.6% | +10.3% |
| 1Y | +25.8% | +10.9% | +15.0% | +13.1% |
| 3Y | +65.8% | +75.0% | -9.2% | -4.8% |
| All | +49.8% | +65.9% | -16.1% | -12.5% |
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