-27.4%
AVTR vs SPYG
+98.4%
-125.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.6% |
| 30D | +6.3% | -1.5% | +7.8% | +7.2% |
| 3M | +53.3% | +3.7% | +49.6% | +49.6% |
| 6M | +78.6% | +16.4% | +62.2% | +62.5% |
| YTD | +29.2% | +13.3% | +15.9% | +19.5% |
| 1Y | +13.8% | +17.9% | -4.0% | +2.5% |
| 3Y | -27.4% | +98.3% | -125.8% | -53.8% |
| All | -27.4% | +98.4% | -125.8% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling