+2.6%
AVTR vs SFM
+247.3%
-244.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.9% |
| 7D | +1.6% | -7.2% | +8.7% | +2.4% |
| 30D | +8.4% | -14.3% | +22.7% | +10.3% |
| 3M | +50.2% | -13.7% | +63.9% | +52.3% |
| 6M | +82.6% | -6.0% | +88.6% | +82.5% |
| YTD | +29.8% | -8.2% | +38.1% | +29.9% |
| 1Y | +16.0% | -46.2% | +62.2% | +23.8% |
| 3Y | -26.4% | +83.6% | -110.0% | -33.9% |
| 5Y | -64.5% | +212.7% | -277.2% | -70.8% |
| All | +2.6% | +247.3% | -244.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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