-5.0%
AVTR vs SITM
+4,507.3%
-4,512.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.2% |
| 7D | +7.4% | +8.4% | -1.0% | +6.1% |
| 30D | +12.2% | -17.4% | +29.6% | +14.9% |
| 3M | +57.4% | -9.8% | +67.2% | +56.4% |
| 6M | +86.7% | +83.0% | +3.7% | +62.3% |
| YTD | +33.1% | +69.6% | -36.5% | +15.8% |
| 1Y | +16.1% | +144.9% | -128.8% | -6.6% |
| 3Y | -24.6% | +429.9% | -454.5% | -51.6% |
| 5Y | -63.5% | +169.2% | -232.7% | -76.0% |
| All | -5.0% | +4,507.3% | -4,512.4% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling