-70.9%
AVXL vs SPY
+307.0%
-377.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | -18.8% | +2.6% | -21.4% | -21.6% |
| 30D | -37.3% | -2.0% | -35.3% | -35.0% |
| 3M | -71.4% | -2.8% | -68.7% | -70.0% |
| 6M | -69.7% | +2.1% | -71.8% | -70.1% |
| YTD | -73.8% | +11.5% | -85.3% | -77.0% |
| 1Y | -83.6% | +13.5% | -97.0% | -85.9% |
| 3Y | -83.8% | +77.7% | -161.5% | -92.3% |
| 5Y | -95.8% | +72.6% | -168.4% | -97.8% |
| All | -70.9% | +307.0% | -377.9% | -91.3% |
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