-65.0%
AVTR vs SNY
+9.4%
-74.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.1% | -3.3% | +2.3% | +0.1% |
| 30D | +6.3% | -2.2% | +8.5% | +7.1% |
| 3M | +53.3% | -3.0% | +56.4% | +54.7% |
| 6M | +78.6% | +2.7% | +75.9% | +76.3% |
| YTD | +29.2% | -6.8% | +36.1% | +31.8% |
| 1Y | +13.8% | -5.3% | +19.1% | +15.6% |
| 3Y | -27.4% | -9.8% | -17.7% | -25.7% |
| All | -65.0% | +9.4% | -74.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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