-88.3%
AVXL vs SPY
+756.0%
-844.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.3% |
| 7D | -18.8% | +2.6% | -21.4% | -20.2% |
| 30D | -37.3% | -2.0% | -35.3% | -36.1% |
| 3M | -71.4% | -2.8% | -68.7% | -70.7% |
| 6M | -69.7% | +2.1% | -71.8% | -69.8% |
| YTD | -73.8% | +11.5% | -85.3% | -75.3% |
| 1Y | -83.6% | +13.5% | -97.0% | -84.7% |
| 3Y | -83.8% | +77.7% | -161.5% | -88.3% |
| 5Y | -95.8% | +72.6% | -168.4% | -96.9% |
| 10Y | -71.4% | +308.2% | -379.6% | -83.2% |
| All | -88.3% | +756.0% | -844.4% | -93.4% |
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 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