+78.5%
SPY vs AVTR
-25.8%
+104.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +0.5% | +7.4% | -6.8% | -0.3% |
| 30D | -0.9% | +12.2% | -13.2% | -2.3% |
| 3M | +3.9% | +57.4% | -53.5% | -2.4% |
| 6M | +14.5% | +86.7% | -72.1% | +4.9% |
| YTD | +12.9% | +33.1% | -20.2% | +7.9% |
| 1Y | +19.4% | +16.1% | +3.2% | +14.9% |
| 3Y | +78.5% | -24.6% | +103.1% | +80.6% |
| All | +78.5% | -25.8% | +104.2% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling