+3,024.0%
AVY vs SPY
+2,954.7%
+69.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.8% |
| 7D | +2.5% | -2.7% | +5.2% | +4.9% |
| 30D | +11.9% | -5.4% | +17.3% | +17.3% |
| 3M | +8.0% | -4.1% | +12.1% | +11.7% |
| 6M | +13.4% | +0.7% | +12.7% | +12.1% |
| YTD | +4.5% | +8.7% | -4.2% | -3.8% |
| 1Y | +11.1% | +10.9% | +0.2% | +0.4% |
| 3Y | +10.6% | +75.0% | -64.4% | -35.1% |
| 5Y | -9.6% | +67.8% | -77.4% | -44.7% |
| 10Y | +217.6% | +312.9% | -95.3% | -12.6% |
| All | +3,024.0% | +2,954.7% | +69.3% | +111.9% |
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