+7.7%
AVTR vs SPY
+196.2%
-188.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +3.2% | +3.3% | -0.1% | -0.2% |
| 30D | +0.5% | -2.7% | +3.1% | +3.3% |
| 3M | +12.1% | -1.7% | +13.9% | +14.0% |
| 6M | +91.2% | +3.1% | +88.1% | +84.2% |
| YTD | +36.3% | +11.9% | +24.4% | +20.5% |
| 1Y | +35.2% | +12.0% | +23.3% | +19.4% |
| 3Y | -15.8% | +78.2% | -94.0% | -54.7% |
| 5Y | -58.9% | +73.2% | -132.2% | -77.2% |
| All | +7.7% | +196.2% | -188.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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