-59.6%
AVTR vs SBAC
-39.6%
-20.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +0.5% | +0.6% | -0.2% | +0.2% |
| 30D | -1.0% | +5.5% | -6.5% | -2.9% |
| 3M | +12.2% | +3.1% | +9.1% | +10.6% |
| 6M | +97.5% | -7.0% | +104.5% | +100.4% |
| YTD | +35.6% | +0.5% | +35.1% | +32.3% |
| 1Y | +32.8% | +0.2% | +32.6% | +29.6% |
| 3Y | -16.5% | -7.4% | -9.1% | -18.7% |
| All | -59.6% | -39.6% | -20.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling