-64.8%
AVTR vs SPYG
+82.6%
-147.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | -2.0% | -1.8% | -0.2% | -0.8% |
| 30D | +8.1% | -1.9% | +10.0% | +9.5% |
| 3M | +54.2% | +5.2% | +49.0% | +48.1% |
| 6M | +82.6% | +15.6% | +67.0% | +64.2% |
| YTD | +29.8% | +12.4% | +17.4% | +19.1% |
| 1Y | +18.0% | +17.5% | +0.5% | +4.6% |
| 3Y | -26.4% | +98.1% | -124.5% | -56.5% |
| 5Y | -64.8% | +84.9% | -149.8% | -78.5% |
| All | -64.8% | +82.6% | -147.4% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling