+7.7%
AVTR vs SMTC
+159.6%
-151.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.2% |
| 7D | +3.2% | +30.5% | -27.3% | -2.5% |
| 30D | +0.5% | -30.9% | +31.3% | +6.5% |
| 3M | +12.1% | -14.7% | +26.8% | +11.9% |
| 6M | +91.2% | -9.6% | +100.8% | +83.0% |
| YTD | +36.3% | +62.1% | -25.8% | +10.9% |
| 1Y | +35.2% | +66.6% | -31.3% | +8.7% |
| 3Y | -15.8% | +718.1% | -733.9% | -64.3% |
| 5Y | -58.9% | +32.8% | -91.7% | -67.8% |
| All | +7.7% | +159.6% | -151.9% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling