+187.5%
AVT vs SPY
+312.5%
-125.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | +2.4% | -0.4% | +2.7% | +2.8% |
| 30D | -5.4% | -1.4% | -4.1% | -3.9% |
| 3M | +6.0% | +3.7% | +2.3% | +1.9% |
| 6M | +50.2% | +13.0% | +37.2% | +31.4% |
| YTD | +93.4% | +12.4% | +81.0% | +70.2% |
| 1Y | +77.4% | +18.5% | +58.9% | +47.2% |
| 3Y | +106.6% | +77.6% | +29.0% | +8.9% |
| 5Y | +168.8% | +81.7% | +87.1% | +36.9% |
| 10Y | +187.5% | +319.7% | -132.2% | -46.1% |
| All | +187.5% | +312.5% | -125.0% | -46.1% |
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