+7.2%
AVTR vs SPG
+99.2%
-92.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.5% | +2.0% | -1.5% | -0.2% |
| 30D | -1.0% | +17.2% | -18.3% | -6.1% |
| 3M | +12.2% | +6.3% | +5.9% | +9.8% |
| 6M | +97.5% | +18.7% | +78.8% | +86.4% |
| YTD | +35.6% | +30.1% | +5.5% | +24.2% |
| 1Y | +32.8% | +32.8% | +0.1% | +20.9% |
| 3Y | -16.5% | +133.6% | -150.1% | -36.4% |
| 5Y | -59.1% | +84.4% | -143.5% | -67.2% |
| All | +7.2% | +99.2% | -92.1% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling