+2.6%
AVTR vs SBAC
-2.2%
+4.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +8.4% | +3.9% | +4.5% | +6.8% |
| 3M | +50.2% | -8.2% | +58.3% | +54.7% |
| 6M | +82.6% | -2.8% | +85.4% | +81.4% |
| YTD | +29.8% | -1.5% | +31.4% | +27.6% |
| 1Y | +16.0% | 0.0% | +16.0% | +13.1% |
| 3Y | -26.4% | -8.4% | -18.1% | -28.1% |
| 5Y | -64.5% | -43.5% | -20.9% | -56.6% |
| All | +2.6% | -2.2% | +4.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling