+3.2%
AVTR vs SAN
+300.1%
-296.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | +2.7% | +1.8% | +0.9% | +2.2% |
| 30D | +12.1% | +2.0% | +10.1% | +11.4% |
| 3M | +57.2% | +19.7% | +37.5% | +48.3% |
| 6M | +73.1% | +30.6% | +42.4% | +58.6% |
| YTD | +30.6% | +28.8% | +1.8% | +19.9% |
| 1Y | +13.5% | +57.8% | -44.3% | -2.4% |
| 3Y | -31.0% | +338.1% | -369.1% | -57.2% |
| 5Y | -63.2% | +384.2% | -447.5% | -78.7% |
| All | +3.2% | +300.1% | -296.9% | -39.7% |
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