-64.3%
AVXL vs SPY
+771.8%
-836.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | -4.3% | +0.1% | -4.5% | -4.4% |
| 30D | -10.6% | +0.1% | -10.7% | -10.6% |
| 3M | +1.4% | +2.0% | -0.6% | +0.4% |
| 6M | -42.8% | +13.0% | -55.8% | -47.0% |
| YTD | -19.7% | +13.5% | -33.2% | -25.7% |
| 1Y | -69.4% | +20.0% | -89.4% | -72.7% |
| 3Y | -64.0% | +77.2% | -141.2% | -74.2% |
| 5Y | -85.3% | +81.9% | -167.2% | -89.3% |
| 10Y | -6.2% | +314.1% | -320.3% | -45.8% |
| All | -64.3% | +771.8% | -836.1% | -80.2% |
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