-7.8%
AVTR vs SITM
+4,789.7%
-4,797.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.3% |
| 7D | -1.1% | +3.9% | -4.9% | -1.6% |
| 30D | +6.3% | -6.6% | +12.9% | +7.0% |
| 3M | +53.3% | -11.9% | +65.2% | +53.1% |
| 6M | +78.6% | +81.1% | -2.5% | +55.8% |
| YTD | +29.2% | +80.0% | -50.7% | +11.5% |
| 1Y | +13.8% | +145.8% | -132.0% | -8.4% |
| 3Y | -27.4% | +475.9% | -503.3% | -54.1% |
| 5Y | -65.0% | +189.2% | -254.2% | -77.3% |
| All | -7.8% | +4,789.7% | -4,797.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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