-59.2%
AVTR vs SMTC
+40.1%
-99.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -0.4% |
| 7D | +0.5% | +12.9% | -12.3% | -1.5% |
| 30D | +1.5% | -25.6% | +27.1% | +4.7% |
| 3M | +14.2% | -4.5% | +18.8% | +12.3% |
| 6M | +97.4% | -8.3% | +105.6% | +91.7% |
| YTD | +37.3% | +69.9% | -32.7% | +18.2% |
| 1Y | +36.8% | +73.9% | -37.1% | +16.9% |
| 3Y | -15.2% | +757.7% | -772.9% | -53.1% |
| 5Y | -59.2% | +38.7% | -97.9% | -62.4% |
| All | -59.2% | +40.1% | -99.2% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 5y: compounded portfolio wealth divided by compounded SMTC 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…
5y analysis · Full analysis span regression · 6 months rolling