-100.0%
AVTX vs SPY
+348.1%
-448.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -1.2% | -0.6% | -0.7% | -0.6% |
| 30D | -47.5% | -3.7% | -43.9% | -45.0% |
| 3M | -63.8% | -2.7% | -61.0% | -62.4% |
| 6M | -66.8% | +2.2% | -69.0% | -67.3% |
| YTD | -60.6% | +10.8% | -71.4% | -64.2% |
| 1Y | -52.9% | +11.2% | -64.2% | -57.5% |
| 3Y | -66.9% | +76.5% | -143.3% | -81.3% |
| 5Y | -99.9% | +72.9% | -172.8% | -99.9% |
| 10Y | -99.9% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +348.1% | -448.1% | -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 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