+153.8%
SCHD vs AVTR
+1.1%
+152.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -2.6% | +1.6% | -4.2% | -2.9% |
| 30D | -0.3% | +8.4% | -8.7% | -1.8% |
| 3M | +6.1% | +50.2% | -44.1% | -2.2% |
| 6M | +11.7% | +82.6% | -70.9% | -1.2% |
| YTD | +26.3% | +29.8% | -3.5% | +18.8% |
| 1Y | +28.8% | +16.0% | +12.8% | +22.1% |
| 3Y | +55.0% | -26.4% | +81.5% | +57.2% |
| 5Y | +60.0% | -64.5% | +124.5% | +86.3% |
| All | +153.8% | +1.1% | +152.7% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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