-100.0%
AVX vs SPY
+87.6%
-187.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -9.8% | -0.6% | -9.2% | -9.1% |
| 30D | -15.2% | -3.7% | -11.6% | -12.0% |
| 3M | +16.3% | -2.7% | +19.1% | +20.0% |
| 6M | -35.3% | +2.2% | -37.5% | -35.9% |
| YTD | -77.6% | +10.8% | -88.4% | -79.0% |
| 1Y | -84.5% | +11.2% | -95.8% | -85.5% |
| 3Y | -100.0% | +76.5% | -176.4% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +87.6% | -187.6% | -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