+3.2%
AVTR vs SPG
+77.2%
-74.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | +2.7% | -2.4% | +5.1% | +3.5% |
| 30D | +12.1% | -6.8% | +18.9% | +14.7% |
| 3M | +57.2% | +2.7% | +54.6% | +55.8% |
| 6M | +73.1% | +5.5% | +67.6% | +69.9% |
| YTD | +30.6% | +15.7% | +14.9% | +24.4% |
| 1Y | +13.5% | +20.9% | -7.4% | +6.7% |
| 3Y | -31.0% | +112.4% | -143.4% | -45.7% |
| 5Y | -63.2% | +101.4% | -164.6% | -71.0% |
| All | +3.2% | +77.2% | -74.0% | -22.8% |
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 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