-64.5%
AVTR vs SGI
+56.1%
-120.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +8.4% | +5.5% | +2.8% | +6.4% |
| 3M | +50.2% | -3.6% | +53.8% | +51.1% |
| 6M | +82.6% | -15.0% | +97.6% | +90.5% |
| YTD | +29.8% | -23.0% | +52.9% | +39.9% |
| 1Y | +16.0% | -18.4% | +34.4% | +22.4% |
| 3Y | -26.4% | +57.8% | -84.2% | -37.2% |
| 5Y | -64.5% | +51.5% | -115.9% | -70.8% |
| All | -64.5% | +56.1% | -120.6% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling