+121.3%
SPGI vs AVTR
+1.1%
+120.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -1.9% |
| 7D | -3.1% | +1.6% | -4.7% | -3.5% |
| 30D | +2.0% | +8.4% | -6.3% | -0.4% |
| 3M | +4.3% | +50.2% | -45.8% | -8.3% |
| 6M | -0.2% | +82.6% | -82.8% | -17.8% |
| YTD | -14.8% | +29.8% | -44.6% | -22.6% |
| 1Y | -18.5% | +16.0% | -34.5% | -25.1% |
| 3Y | +16.0% | -26.4% | +42.4% | +17.5% |
| 5Y | +2.2% | -64.5% | +66.7% | +33.9% |
| All | +121.3% | +1.1% | +120.3% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling