+109.1%
SAP vs AVTR
+8.1%
+101.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.1% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +10.5% | +1.5% | +9.0% | +10.0% |
| 3M | +15.2% | +17.1% | -1.9% | +10.9% |
| 6M | +36.7% | +91.5% | -54.8% | +17.3% |
| YTD | -0.6% | +38.8% | -39.4% | -8.8% |
| 1Y | -4.1% | +37.7% | -41.9% | -12.0% |
| 3Y | +73.2% | -13.5% | +86.7% | +68.8% |
| 5Y | +74.1% | -59.3% | +133.4% | +101.6% |
| All | +109.1% | +8.1% | +101.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling