+13.5%
AVTR vs SPG
+21.3%
-7.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.8% |
| 7D | +2.7% | -2.4% | +5.1% | +4.3% |
| 30D | +12.1% | -6.8% | +18.9% | +17.4% |
| 3M | +57.2% | +2.7% | +54.6% | +53.6% |
| 6M | +73.1% | +5.5% | +67.6% | +66.8% |
| YTD | +30.6% | +15.7% | +14.9% | +15.4% |
| 1Y | +13.5% | +20.9% | -7.4% | -4.8% |
| All | +13.5% | +21.3% | -7.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling