+5.2%
AVTR vs SPYG
+242.6%
-237.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | +7.4% | +1.2% | +6.2% | +6.4% |
| 30D | +12.2% | -1.6% | +13.8% | +13.7% |
| 3M | +57.4% | +3.4% | +54.0% | +51.8% |
| 6M | +86.7% | +18.9% | +67.8% | +59.4% |
| YTD | +33.1% | +13.8% | +19.3% | +18.1% |
| 1Y | +16.1% | +20.6% | -4.4% | -2.5% |
| 3Y | -24.6% | +100.5% | -125.1% | -61.3% |
| 5Y | -63.5% | +84.6% | -148.1% | -79.9% |
| All | +5.2% | +242.6% | -237.4% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling