-27.7%
AVTR vs SM
-6.8%
-20.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +12.1% | +26.3% | -14.3% | +7.5% |
| 3M | +57.2% | +8.7% | +48.6% | +54.1% |
| 6M | +73.1% | +51.7% | +21.4% | +56.1% |
| YTD | +30.6% | +99.0% | -68.4% | +9.9% |
| 1Y | +13.5% | +34.6% | -21.1% | +4.5% |
| All | -27.7% | -6.8% | -20.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling