+9.7%
AVTR vs SM
+110.1%
-100.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.6% | +3.2% |
| 7D | +1.9% | -22.3% | +24.2% | +5.1% |
| 30D | +1.5% | -21.4% | +22.9% | +4.4% |
| 3M | +17.1% | +1.4% | +15.7% | +16.2% |
| 6M | +91.5% | +0.1% | +91.3% | +89.3% |
| YTD | +38.8% | +59.0% | -20.1% | +27.9% |
| 1Y | +37.7% | +64.3% | -26.6% | +26.2% |
| 3Y | -13.5% | -13.1% | -0.3% | -15.6% |
| 5Y | -59.3% | -13.9% | -45.4% | -61.5% |
| All | +9.7% | +110.1% | -100.4% | -42.5% |
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 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