+81.8%
SPY vs AVTR
-63.6%
+145.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +0.5% | +7.4% | -6.8% | -0.7% |
| 30D | -0.9% | +12.2% | -13.2% | -2.9% |
| 3M | +3.9% | +57.4% | -53.5% | -4.8% |
| 6M | +14.5% | +86.7% | -72.1% | +1.3% |
| YTD | +12.9% | +33.1% | -20.2% | +6.0% |
| 1Y | +19.4% | +16.1% | +3.2% | +13.3% |
| 3Y | +78.5% | -24.6% | +103.1% | +80.0% |
| 5Y | +81.8% | -63.5% | +145.2% | +118.6% |
| All | +81.8% | -63.6% | +145.3% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling