+10.4%
AVSF vs SPY
+137.4%
-127.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +1.0% | -3.3% | +4.3% | +1.1% |
| 3M | +0.1% | -2.4% | +2.5% | +0.2% |
| 6M | +0.4% | +2.6% | -2.2% | +0.3% |
| YTD | +1.0% | +11.2% | -10.2% | +0.6% |
| 1Y | +1.8% | +13.4% | -11.6% | +1.3% |
| 3Y | +15.0% | +79.9% | -64.9% | +12.2% |
| 5Y | +10.6% | +72.2% | -61.6% | +7.5% |
| All | +10.4% | +137.4% | -127.0% | +6.9% |
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