+3.2%
AVTR vs SM
+163.1%
-159.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +12.1% | +26.3% | -14.3% | +8.6% |
| 3M | +57.2% | +8.7% | +48.6% | +54.8% |
| 6M | +73.1% | +51.7% | +21.4% | +61.8% |
| YTD | +30.6% | +99.0% | -68.4% | +17.4% |
| 1Y | +13.5% | +34.6% | -21.1% | +7.1% |
| 3Y | -31.0% | -7.8% | -23.3% | -33.1% |
| 5Y | -63.2% | +104.8% | -168.0% | -68.7% |
| All | +3.2% | +163.1% | -159.9% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling