-99.9%
AVTX vs SPY
+311.8%
-411.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.9% | +1.3% | +17.5% | +17.4% |
| 7D | +20.4% | -0.9% | +21.3% | +22.0% |
| 30D | -35.7% | -2.4% | -33.4% | -33.3% |
| 3M | -56.3% | -1.2% | -55.1% | -55.3% |
| 6M | -58.0% | +3.3% | -61.3% | -59.1% |
| YTD | -53.1% | +12.3% | -65.4% | -58.1% |
| 1Y | -45.1% | +12.4% | -57.5% | -51.0% |
| 3Y | -60.6% | +78.8% | -139.4% | -78.5% |
| 5Y | -99.9% | +75.2% | -175.0% | -99.9% |
| 10Y | -99.9% | +311.1% | -411.0% | -100.0% |
| All | -99.9% | +311.8% | -411.7% | -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