+3.2%
AVTR vs SMTC
+221.4%
-218.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.7% | -3.4% |
| 7D | +2.7% | +12.7% | -10.1% | 0.0% |
| 30D | +12.1% | +22.0% | -9.9% | +6.2% |
| 3M | +57.2% | -12.7% | +69.9% | +57.4% |
| 6M | +73.1% | +64.8% | +8.3% | +46.1% |
| YTD | +30.6% | +100.7% | -70.1% | +4.4% |
| 1Y | +13.5% | +146.9% | -133.4% | -14.9% |
| 3Y | -31.0% | +456.8% | -487.8% | -65.4% |
| 5Y | -63.2% | +89.2% | -152.5% | -73.5% |
| All | +3.2% | +221.4% | -218.2% | -48.2% |
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