+7.7%
AVTR vs SGI
+312.2%
-304.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | +3.2% | -10.7% | +13.9% | +7.4% |
| 30D | +0.5% | -3.6% | +4.0% | +1.2% |
| 3M | +12.1% | -5.4% | +17.5% | +13.5% |
| 6M | +91.2% | -7.0% | +98.2% | +93.5% |
| YTD | +36.3% | -31.6% | +67.9% | +53.7% |
| 1Y | +35.2% | -33.5% | +68.8% | +54.1% |
| 3Y | -15.8% | +66.5% | -82.3% | -33.4% |
| 5Y | -58.9% | +42.2% | -101.1% | -67.3% |
| All | +7.7% | +312.2% | -304.5% | -52.3% |
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 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