+70.5%
AVSD vs SPY
+86.7%
-16.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | +1.8% | -2.4% | +4.2% | +3.7% |
| 3M | -3.2% | -1.2% | -2.0% | -2.4% |
| 6M | +2.3% | +3.3% | -1.0% | -0.2% |
| YTD | +9.9% | +12.3% | -2.4% | +0.6% |
| 1Y | +13.3% | +12.4% | +0.9% | +3.7% |
| 3Y | +79.5% | +78.8% | +0.7% | +14.2% |
| All | +70.5% | +86.7% | -16.2% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling