+8.5%
AVTR vs SM
+125.0%
-116.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.5% | +0.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +1.5% | -17.3% | +18.9% | +3.8% |
| 3M | +14.2% | -3.6% | +17.8% | +14.2% |
| 6M | +97.4% | +2.9% | +94.5% | +94.5% |
| YTD | +37.3% | +70.2% | -32.9% | +25.3% |
| 1Y | +36.8% | +66.5% | -29.7% | +25.1% |
| 3Y | -15.2% | -8.2% | -7.0% | -17.9% |
| 5Y | -59.2% | -1.5% | -57.7% | -62.0% |
| All | +8.5% | +125.0% | -116.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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