+74.5%
AVXC vs SPY
+50.3%
+24.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +3.5% | +0.5% | +2.9% | +3.0% |
| 30D | +5.8% | -0.9% | +6.7% | +6.7% |
| 3M | +5.5% | +3.9% | +1.6% | +2.3% |
| 6M | +24.7% | +14.5% | +10.2% | +12.5% |
| YTD | +33.8% | +12.9% | +20.9% | +22.0% |
| 1Y | +48.2% | +19.4% | +28.8% | +30.1% |
| All | +74.5% | +50.3% | +24.2% | +28.4% |
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