-16.9%
AVY vs SPY
+81.8%
-98.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.3% |
| 30D | -3.1% | -0.9% | -2.2% | -2.4% |
| 3M | +12.2% | +3.9% | +8.3% | +8.5% |
| 6M | -3.8% | +14.5% | -18.3% | -14.4% |
| YTD | -4.5% | +12.9% | -17.4% | -14.1% |
| 1Y | +3.7% | +19.4% | -15.7% | -11.3% |
| 3Y | -0.1% | +78.5% | -78.5% | -42.5% |
| 5Y | -16.9% | +81.8% | -98.6% | -53.4% |
| All | -16.9% | +81.8% | -98.6% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling