+7.2%
AVTR vs SGI
+313.2%
-306.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.5% | -5.3% | +5.8% | +2.5% |
| 30D | -1.0% | -2.1% | +1.0% | -0.8% |
| 3M | +12.2% | -8.2% | +20.4% | +14.9% |
| 6M | +97.5% | -4.6% | +102.0% | +97.8% |
| YTD | +35.6% | -31.5% | +67.1% | +52.8% |
| 1Y | +32.8% | -30.8% | +63.6% | +49.2% |
| 3Y | -16.5% | +67.2% | -83.7% | -34.0% |
| 5Y | -59.1% | +42.5% | -101.6% | -67.5% |
| All | +7.2% | +313.2% | -306.0% | -52.6% |
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 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