-24.6%
AVTR vs SFM
+96.9%
-121.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.6% |
| 7D | +7.4% | -5.8% | +13.2% | +8.0% |
| 30D | +12.2% | -11.4% | +23.6% | +13.6% |
| 3M | +57.4% | -12.2% | +69.6% | +59.2% |
| 6M | +86.7% | -5.2% | +91.8% | +86.1% |
| YTD | +33.1% | -4.5% | +37.5% | +32.3% |
| 1Y | +16.1% | -45.4% | +61.5% | +24.5% |
| 3Y | -24.6% | +91.1% | -115.7% | -31.6% |
| All | -24.6% | +96.9% | -121.5% | -31.6% |
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