+196.8%
SPY vs AVTR
+1.1%
+195.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.1% |
| 7D | -0.4% | +1.6% | -1.9% | -0.7% |
| 30D | -1.4% | +8.4% | -9.8% | -3.1% |
| 3M | +3.7% | +50.2% | -46.4% | -5.9% |
| 6M | +13.0% | +82.6% | -69.6% | -2.3% |
| YTD | +12.4% | +29.8% | -17.4% | +4.4% |
| 1Y | +18.5% | +16.0% | +2.6% | +11.1% |
| 3Y | +77.6% | -26.4% | +104.1% | +79.7% |
| 5Y | +81.7% | -64.5% | +146.1% | +119.5% |
| All | +196.8% | +1.1% | +195.8% | +162.1% |
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