+641.9%
AVT vs SPY
+3,027.0%
-2,385.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +4.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.4% |
| 30D | -14.7% | -3.3% | -11.3% | -10.9% |
| 3M | -11.8% | -2.4% | -9.4% | -8.8% |
| 6M | +4.1% | +2.6% | +1.5% | +2.1% |
| YTD | +78.7% | +11.2% | +67.5% | +60.4% |
| 1Y | +83.1% | +13.4% | +69.8% | +60.9% |
| 3Y | +101.2% | +79.9% | +21.3% | +5.7% |
| 5Y | +145.9% | +72.2% | +73.7% | +34.3% |
| 10Y | +145.7% | +307.3% | -161.6% | -47.6% |
| All | +641.9% | +3,027.0% | -2,385.1% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling