-100.0%
AVX vs SPY
+75.1%
-175.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.4% |
| 7D | -5.1% | -2.7% | -2.4% | -0.3% |
| 30D | -30.2% | -5.4% | -24.8% | -23.0% |
| 3M | +35.3% | -4.1% | +39.4% | +46.7% |
| 6M | -35.0% | +0.7% | -35.7% | -34.9% |
| YTD | -76.3% | +8.7% | -85.0% | -78.7% |
| 1Y | -85.6% | +10.9% | -96.5% | -87.4% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +75.1% | -175.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling