+36.8%
AVTR vs SM
+72.9%
-36.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.5% | +0.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +1.5% | -17.3% | +18.9% | +1.8% |
| 3M | +14.2% | -3.6% | +17.8% | +14.6% |
| 6M | +97.4% | +2.9% | +94.5% | +98.2% |
| YTD | +37.3% | +70.2% | -32.9% | +28.7% |
| 1Y | +36.8% | +66.5% | -29.7% | +29.0% |
| All | +36.8% | +72.9% | -36.2% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling