+149.0%
AVT vs SPY
+311.8%
-162.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.5% |
| 7D | +1.3% | -0.9% | +2.2% | +2.9% |
| 30D | -10.6% | -2.4% | -8.3% | -7.7% |
| 3M | -9.2% | -1.2% | -8.0% | -7.4% |
| 6M | +5.6% | +3.3% | +2.3% | +2.7% |
| YTD | +83.0% | +12.3% | +70.7% | +62.3% |
| 1Y | +89.9% | +12.4% | +77.5% | +68.3% |
| 3Y | +100.2% | +78.8% | +21.3% | +5.5% |
| 5Y | +146.4% | +75.2% | +71.2% | +32.1% |
| 10Y | +149.0% | +311.1% | -162.1% | -52.9% |
| All | +149.0% | +311.8% | -162.7% | -52.9% |
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