-11.6%
AVXL vs SPY
+318.9%
-330.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.4% |
| 7D | -6.7% | -2.0% | -4.7% | -4.0% |
| 30D | -24.2% | -1.7% | -22.6% | -22.4% |
| 3M | +8.1% | +4.7% | +3.4% | +1.5% |
| 6M | -42.7% | +12.5% | -55.2% | -51.0% |
| YTD | -25.3% | +11.7% | -37.0% | -35.4% |
| 1Y | -70.0% | +17.5% | -87.5% | -75.8% |
| 3Y | -66.2% | +76.6% | -142.8% | -84.0% |
| 5Y | -85.8% | +82.0% | -167.8% | -93.2% |
| All | -11.6% | +318.9% | -330.5% | -86.9% |
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