-13.5%
AVTR vs SPG
+132.9%
-146.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.7% |
| 7D | +1.9% | +5.1% | -3.2% | -0.8% |
| 30D | +1.5% | +16.8% | -15.3% | -7.0% |
| 3M | +17.1% | +5.7% | +11.4% | +13.4% |
| 6M | +91.5% | +17.8% | +73.7% | +74.3% |
| YTD | +38.8% | +30.1% | +8.7% | +19.3% |
| 1Y | +37.7% | +32.8% | +5.0% | +17.0% |
| 3Y | -13.5% | +137.2% | -150.7% | -38.8% |
| All | -13.5% | +132.9% | -146.4% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling