-100.0%
AVX vs SPY
+89.4%
-189.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.4% | -9.9% | -10.0% |
| 7D | -0.5% | +3.3% | -3.8% | -3.2% |
| 30D | -17.4% | -2.7% | -14.7% | -14.9% |
| 3M | +33.8% | -1.7% | +35.5% | +37.0% |
| 6M | -31.4% | +3.1% | -34.5% | -32.4% |
| YTD | -76.9% | +11.9% | -88.8% | -78.5% |
| 1Y | -85.0% | +12.0% | -97.0% | -86.0% |
| 3Y | -100.0% | +78.2% | -178.1% | -100.0% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +89.4% | -189.4% | -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