+2.1%
AVTR vs SPYG
+241.2%
-239.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | +6.3% | -1.5% | +7.8% | +7.7% |
| 3M | +53.3% | +3.7% | +49.6% | +47.5% |
| 6M | +78.6% | +16.4% | +62.2% | +55.3% |
| YTD | +29.2% | +13.3% | +15.9% | +15.0% |
| 1Y | +13.8% | +17.9% | -4.0% | -2.5% |
| 3Y | -27.4% | +98.3% | -125.8% | -62.4% |
| 5Y | -65.0% | +86.4% | -151.4% | -81.0% |
| All | +2.1% | +241.2% | -239.1% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling