-99.9%
AVTX vs SPY
+307.0%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +12.0% | +2.6% | +9.4% | +9.3% |
| 30D | -34.5% | -2.0% | -32.5% | -32.2% |
| 3M | -60.1% | -2.8% | -57.3% | -58.4% |
| 6M | -60.9% | +2.1% | -63.0% | -61.5% |
| YTD | -57.3% | +11.5% | -68.8% | -61.4% |
| 1Y | -47.3% | +13.5% | -60.8% | -53.4% |
| 3Y | -64.5% | +77.7% | -142.2% | -80.5% |
| 5Y | -99.9% | +72.6% | -172.5% | -99.9% |
| All | -99.9% | +307.0% | -407.0% | -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