+13.5%
AVTR vs SGI
-17.2%
+30.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +2.7% | +8.5% | -5.9% | -0.4% |
| 30D | +12.1% | +0.7% | +11.4% | +11.5% |
| 3M | +57.2% | +0.6% | +56.6% | +55.8% |
| 6M | +73.1% | -17.9% | +91.0% | +85.2% |
| YTD | +30.6% | -21.2% | +51.8% | +42.5% |
| 1Y | +13.5% | -18.9% | +32.4% | +30.6% |
| All | +13.5% | -17.2% | +30.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling