+3.4%
SYF vs AVTR
+13.4%
-10.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | -1.1% | +8.4% | -9.5% | -2.5% |
| 3M | +7.4% | +50.2% | -42.7% | -1.9% |
| 6M | +16.2% | +82.6% | -66.4% | +1.7% |
| YTD | -6.1% | +29.8% | -36.0% | -13.3% |
| 1Y | +3.4% | +16.0% | -12.6% | -3.2% |
| All | +3.4% | +13.4% | -10.0% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling