+2.1%
AVTR vs SGI
+354.0%
-351.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -1.1% | -4.5% | +3.4% | +0.6% |
| 30D | +6.3% | +4.2% | +2.1% | +4.6% |
| 3M | +53.3% | -7.4% | +60.8% | +56.9% |
| 6M | +78.6% | -15.1% | +93.7% | +87.5% |
| YTD | +29.2% | -24.7% | +53.9% | +41.7% |
| 1Y | +13.8% | -21.8% | +35.6% | +22.7% |
| 3Y | -27.4% | +50.0% | -77.5% | -40.2% |
| 5Y | -65.0% | +48.9% | -114.0% | -72.5% |
| All | +2.1% | +354.0% | -351.9% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling