-65.0%
AVTR vs SCHG
+84.3%
-149.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | -1.1% | -1.0% | 0.0% | -0.4% |
| 30D | +6.3% | -1.3% | +7.6% | +7.3% |
| 3M | +53.3% | +5.4% | +47.9% | +47.5% |
| 6M | +78.6% | +14.4% | +64.2% | +62.7% |
| YTD | +29.2% | +8.0% | +21.2% | +22.5% |
| 1Y | +13.8% | +12.7% | +1.1% | +4.6% |
| 3Y | -27.4% | +85.6% | -113.0% | -53.4% |
| All | -65.0% | +84.3% | -149.3% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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