+13.8%
AVTR vs SARO
-10.7%
+24.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -1.1% | -3.1% | +2.0% | -0.3% |
| 30D | +6.3% | -12.2% | +18.5% | +9.8% |
| 3M | +53.3% | -7.4% | +60.7% | +53.3% |
| 6M | +78.6% | -15.3% | +93.9% | +84.2% |
| YTD | +29.2% | -16.2% | +45.4% | +34.5% |
| 1Y | +13.8% | -12.1% | +25.9% | +16.3% |
| All | +13.8% | -10.7% | +24.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling