-63.5%
AVTR vs SAN
+381.9%
-445.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +7.4% | +3.3% | +4.1% | +6.5% |
| 30D | +12.2% | +1.1% | +11.1% | +11.9% |
| 3M | +57.4% | +22.2% | +35.2% | +48.0% |
| 6M | +86.7% | +36.0% | +50.6% | +69.8% |
| YTD | +33.1% | +28.2% | +4.8% | +22.9% |
| 1Y | +16.1% | +54.1% | -38.0% | +1.5% |
| 3Y | -24.6% | +354.2% | -378.9% | -52.2% |
| 5Y | -63.5% | +387.3% | -450.8% | -78.8% |
| All | -63.5% | +381.9% | -445.4% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling