+159.4%
SYF vs AVTR
+0.6%
+158.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.9% | -1.1% | -3.8% | -4.6% |
| 30D | -4.3% | +6.3% | -10.6% | -6.5% |
| 3M | +5.5% | +53.3% | -47.8% | -10.9% |
| 6M | +17.5% | +78.6% | -61.1% | -6.8% |
| YTD | -7.8% | +29.2% | -37.0% | -18.1% |
| 1Y | +1.6% | +13.8% | -12.2% | -7.8% |
| 3Y | +154.8% | -27.4% | +182.2% | +163.0% |
| 5Y | +79.5% | -65.0% | +144.5% | +142.2% |
| All | +159.4% | +0.6% | +158.8% | +85.1% |
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