+29.1%
SYY vs AVTR
+3.6%
+25.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.7% |
| 7D | -2.8% | +7.4% | -10.2% | -4.5% |
| 30D | -5.3% | +12.2% | -17.5% | -8.0% |
| 3M | +5.1% | +57.4% | -52.3% | -7.0% |
| 6M | -5.0% | +86.7% | -91.7% | -20.2% |
| YTD | +10.7% | +33.1% | -22.4% | +1.0% |
| 1Y | +0.7% | +16.1% | -15.5% | -6.5% |
| 3Y | +24.0% | -24.6% | +48.7% | +24.7% |
| 5Y | +19.3% | -63.5% | +82.8% | +51.7% |
| All | +29.1% | +3.6% | +25.5% | -14.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling