+35.1%
AVTR vs SGI
-10.7%
+45.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -1.5% |
| 7D | -6.2% | +12.1% | -18.3% | -9.4% |
| 30D | -1.0% | +12.1% | -13.1% | -4.6% |
| 3M | +14.4% | +0.4% | +14.0% | +13.9% |
| 6M | +95.9% | -4.0% | +99.9% | +96.2% |
| YTD | +36.6% | -21.2% | +57.8% | +47.1% |
| 1Y | +35.1% | -12.1% | +47.2% | +45.3% |
| All | +35.1% | -10.7% | +45.9% | +45.3% |
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