+2.6%
AVTR vs SCHG
+261.3%
-258.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.9% |
| 7D | +1.6% | -0.9% | +2.4% | +2.3% |
| 30D | +8.4% | -2.3% | +10.7% | +10.5% |
| 3M | +50.2% | +4.5% | +45.6% | +44.1% |
| 6M | +82.6% | +13.6% | +69.0% | +63.6% |
| YTD | +29.8% | +7.6% | +22.3% | +21.9% |
| 1Y | +16.0% | +13.0% | +2.9% | +4.1% |
| 3Y | -26.4% | +87.0% | -113.4% | -58.5% |
| 5Y | -64.5% | +82.9% | -147.3% | -79.8% |
| All | +2.6% | +261.3% | -258.7% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling