-16.1%
AVTR vs SBAC
-7.9%
-8.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.2% | -2.7% | +5.9% | +3.7% |
| 30D | +0.5% | +3.3% | -2.8% | -0.2% |
| 3M | +12.1% | +3.3% | +8.8% | +11.3% |
| 6M | +91.2% | -10.9% | +102.1% | +93.5% |
| YTD | +36.3% | -1.0% | +37.3% | +34.7% |
| 1Y | +35.2% | -4.5% | +39.7% | +34.7% |
| All | -16.1% | -7.9% | -8.2% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling