+20.3%
SGOV vs AVTR
-22.5%
+42.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | +0.3% | +6.3% | -6.0% | +0.3% |
| 3M | +0.9% | +53.3% | -52.4% | +0.9% |
| 6M | +1.8% | +78.6% | -76.8% | +1.9% |
| YTD | +2.5% | +29.2% | -26.7% | +2.5% |
| 1Y | +3.8% | +13.8% | -10.1% | +3.8% |
| 3Y | +14.4% | -27.4% | +41.8% | +14.4% |
| 5Y | +20.2% | -65.0% | +85.2% | +20.2% |
| All | +20.3% | -22.5% | +42.8% | +20.3% |
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