+195.5%
SPY vs AVTR
+6.1%
+189.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +3.3% | +3.2% | +0.1% | +2.6% |
| 30D | -2.7% | +0.5% | -3.1% | -2.8% |
| 3M | -1.7% | +12.1% | -13.9% | -4.3% |
| 6M | +3.1% | +91.2% | -88.1% | -11.7% |
| YTD | +11.9% | +36.3% | -24.4% | +2.8% |
| 1Y | +12.0% | +35.2% | -23.3% | +2.8% |
| 3Y | +78.2% | -15.8% | +94.0% | +74.4% |
| 5Y | +73.2% | -58.9% | +132.2% | +102.0% |
| All | +195.5% | +6.1% | +189.4% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling