-15.5%
AVTR vs SFM
+23.6%
-39.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.4% | +0.7% |
| 7D | +0.5% | -7.1% | +7.6% | +1.2% |
| 30D | +1.5% | -21.4% | +23.0% | +3.7% |
| 3M | +14.2% | -40.1% | +54.3% | +20.1% |
| 6M | +97.4% | -38.0% | +135.4% | +105.7% |
| YTD | +37.3% | -36.5% | +73.8% | +41.9% |
| 1Y | +36.8% | -35.2% | +72.0% | +40.7% |
| All | -15.5% | +23.6% | -39.1% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling