+3.2%
AVTR vs SFM
+286.7%
-283.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.8% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +12.1% | -4.4% | +16.4% | +12.5% |
| 3M | +57.2% | +1.5% | +55.7% | +56.4% |
| 6M | +73.1% | +6.5% | +66.6% | +70.3% |
| YTD | +30.6% | +2.2% | +28.5% | +29.0% |
| 1Y | +13.5% | -41.9% | +55.4% | +20.1% |
| 3Y | -31.0% | +106.8% | -137.8% | -38.9% |
| 5Y | -63.2% | +231.6% | -294.8% | -69.9% |
| All | +3.2% | +286.7% | -283.5% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling