+9.7%
AVTR vs SPG
+99.3%
-89.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.2% |
| 7D | +1.9% | +5.1% | -3.2% | +0.3% |
| 30D | +1.5% | +16.8% | -15.3% | -3.6% |
| 3M | +17.1% | +5.7% | +11.4% | +14.8% |
| 6M | +91.5% | +17.8% | +73.7% | +81.2% |
| YTD | +38.8% | +30.1% | +8.7% | +27.1% |
| 1Y | +37.7% | +32.8% | +5.0% | +25.4% |
| 3Y | -13.5% | +137.2% | -150.7% | -34.4% |
| 5Y | -59.3% | +81.5% | -140.8% | -67.2% |
| All | +9.7% | +99.3% | -89.6% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling