+2,828.0%
AVY vs SPY
+3,091.8%
-263.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.9% | +0.1% | -1.1% | -1.1% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +14.9% | +2.0% | +12.9% | +12.6% |
| 6M | -5.3% | +13.0% | -18.4% | -15.4% |
| YTD | -2.1% | +13.5% | -15.6% | -13.0% |
| 1Y | +7.2% | +20.0% | -12.8% | -9.7% |
| 3Y | -1.4% | +77.2% | -78.6% | -42.6% |
| 5Y | -15.1% | +81.9% | -96.9% | -51.5% |
| 10Y | +169.2% | +314.1% | -144.8% | -25.9% |
| All | +2,828.0% | +3,091.8% | -263.8% | +91.5% |
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