-63.5%
AVTR vs SFM
+219.5%
-283.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.5% |
| 3M | +57.4% | -12.2% | +69.6% | +59.1% |
| 6M | +86.7% | -5.2% | +91.8% | +86.3% |
| YTD | +33.1% | -4.5% | +37.5% | +32.5% |
| 1Y | +16.1% | -45.4% | +61.5% | +23.1% |
| 3Y | -24.6% | +91.1% | -115.7% | -31.0% |
| 5Y | -63.5% | +226.8% | -290.3% | -66.1% |
| All | -63.5% | +219.5% | -283.0% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling