+172.8%
SYF vs AVTR
+1.7%
+171.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +2.4% | +2.7% | -0.3% | +1.4% |
| 30D | +0.8% | +12.1% | -11.2% | -3.3% |
| 3M | +13.4% | +57.2% | -43.8% | -5.2% |
| 6M | +16.3% | +73.1% | -56.7% | -6.6% |
| YTD | -3.0% | +30.6% | -33.6% | -14.2% |
| 1Y | +5.7% | +13.5% | -7.8% | -4.0% |
| 3Y | +160.1% | -31.0% | +191.1% | +174.4% |
| 5Y | +88.5% | -63.2% | +151.8% | +148.8% |
| All | +172.8% | +1.7% | +171.1% | +93.9% |
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