+24.6%
SYY vs AVTR
-16.2%
+40.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.3% | +0.5% | -0.1% | +0.3% |
| 30D | -4.8% | -1.0% | -3.8% | -4.7% |
| 3M | -7.1% | +12.2% | -19.3% | -8.2% |
| 6M | +6.8% | +97.5% | -90.7% | -0.6% |
| YTD | +7.7% | +35.6% | -27.9% | +4.0% |
| 1Y | +5.7% | +32.8% | -27.1% | +2.3% |
| 3Y | +24.6% | -16.5% | +41.1% | +24.3% |
| All | +24.6% | -16.2% | +40.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling