+2.6%
AVTR vs SM
+174.2%
-171.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +8.4% | +20.3% | -11.9% | +5.7% |
| 3M | +50.2% | +22.9% | +27.2% | +45.5% |
| 6M | +82.6% | +47.8% | +34.7% | +71.3% |
| YTD | +29.8% | +107.5% | -77.6% | +16.1% |
| 1Y | +16.0% | +51.7% | -35.8% | +7.7% |
| 3Y | -26.4% | -0.9% | -25.6% | -29.3% |
| 5Y | -64.5% | +112.2% | -176.7% | -69.9% |
| All | +2.6% | +174.2% | -171.6% | -47.8% |
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