-24.6%
AVTR vs SPG
+112.2%
-136.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.2% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | +12.2% | -4.9% | +17.2% | +15.4% |
| 3M | +57.4% | +3.3% | +54.1% | +54.4% |
| 6M | +86.7% | +11.2% | +75.4% | +75.1% |
| YTD | +33.1% | +17.1% | +16.0% | +21.2% |
| 1Y | +16.1% | +21.6% | -5.4% | +3.6% |
| 3Y | -24.6% | +111.9% | -136.5% | -50.6% |
| All | -24.6% | +112.2% | -136.8% | -50.6% |
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