+16.0%
AVTR vs SM
+46.0%
-30.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +8.4% | +20.3% | -11.9% | +7.9% |
| 3M | +50.2% | +22.9% | +27.2% | +49.2% |
| 6M | +82.6% | +47.8% | +34.7% | +77.9% |
| YTD | +29.8% | +107.5% | -77.6% | +20.2% |
| 1Y | +16.0% | +51.7% | -35.8% | +13.5% |
| All | +16.0% | +46.0% | -30.0% | +13.5% |
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