+146.9%
SYF vs AVTR
+6.9%
+140.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -1.7% | +1.5% | -3.3% | -2.4% |
| 3M | -7.8% | +14.2% | -22.0% | -12.5% |
| 6M | +3.4% | +97.4% | -94.0% | -21.0% |
| YTD | -12.2% | +37.3% | -49.5% | -23.9% |
| 1Y | -1.6% | +36.8% | -38.4% | -14.7% |
| 3Y | +157.8% | -15.2% | +173.0% | +150.3% |
| 5Y | +61.9% | -59.2% | +121.1% | +105.6% |
| All | +146.9% | +6.9% | +140.1% | +71.9% |
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