+9.7%
AVTR vs SAN
+238.1%
-228.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.3% | +1.1% |
| 7D | +1.9% | +8.7% | -6.8% | -0.6% |
| 30D | +1.5% | -6.5% | +8.0% | +3.3% |
| 3M | +17.1% | -14.2% | +31.3% | +22.1% |
| 6M | +91.5% | +2.7% | +88.7% | +88.1% |
| YTD | +38.8% | +8.9% | +30.0% | +33.4% |
| 1Y | +37.7% | +23.4% | +14.4% | +27.5% |
| 3Y | -13.5% | +257.9% | -271.4% | -43.1% |
| 5Y | -59.3% | +297.8% | -357.1% | -75.0% |
| All | +9.7% | +238.1% | -228.4% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling