-42.0%
AVTR vs SARO
-22.5%
-19.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +54.5% |
| 6M | +78.6% | -15.3% | +93.9% | +84.0% |
| YTD | +29.2% | -16.2% | +45.4% | +33.8% |
| 1Y | +13.8% | -12.1% | +25.9% | +16.0% |
| All | -42.0% | -22.5% | -19.6% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling