+196.6%
SPY vs AVTR
+6.9%
+189.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -2.4% | +1.5% | -3.9% | -2.7% |
| 3M | -1.2% | +14.2% | -15.4% | -4.1% |
| 6M | +3.3% | +97.4% | -94.1% | -12.1% |
| YTD | +12.3% | +37.3% | -25.0% | +3.0% |
| 1Y | +12.4% | +36.8% | -24.3% | +3.0% |
| 3Y | +78.8% | -15.2% | +94.1% | +74.8% |
| 5Y | +75.2% | -59.2% | +134.3% | +104.7% |
| All | +196.6% | +6.9% | +189.7% | +158.5% |
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