-99.8%
AVTX vs SPY
+312.5%
-412.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.1% |
| 7D | -5.8% | -0.4% | -5.5% | -5.5% |
| 30D | -7.9% | -1.4% | -6.5% | -6.5% |
| 3M | +41.2% | +3.7% | +37.5% | +35.4% |
| 6M | +5.2% | +13.0% | -7.8% | -7.5% |
| YTD | +0.3% | +12.4% | -12.1% | -11.4% |
| 1Y | +56.8% | +18.5% | +38.3% | +31.4% |
| 3Y | -18.4% | +77.6% | -96.0% | -55.6% |
| 5Y | -99.8% | +81.7% | -181.5% | -99.9% |
| 10Y | -99.8% | +319.7% | -419.5% | -100.0% |
| All | -99.8% | +312.5% | -412.3% | -100.0% |
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