+149.2%
SPGI vs AVTR
+8.1%
+141.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.4% |
| 30D | +15.5% | +1.5% | +14.0% | +14.9% |
| 3M | +15.7% | +17.1% | -1.4% | +10.2% |
| 6M | +19.1% | +91.5% | -72.4% | -3.2% |
| YTD | -4.1% | +38.8% | -42.9% | -14.7% |
| 1Y | +1.2% | +37.7% | -36.6% | -10.1% |
| 3Y | +31.6% | -13.5% | +45.1% | +26.1% |
| 5Y | +12.4% | -59.3% | +71.8% | +40.7% |
| All | +149.2% | +8.1% | +141.2% | +88.8% |
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