+106.9%
SAP vs AVTR
+5.6%
+101.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | +0.5% | +0.2% | +0.5% |
| 30D | +6.5% | -1.0% | +7.6% | +6.7% |
| 3M | +12.2% | +12.2% | 0.0% | +9.1% |
| 6M | +46.1% | +97.5% | -51.4% | +24.5% |
| YTD | -1.6% | +35.6% | -37.2% | -9.3% |
| 1Y | -5.1% | +32.8% | -37.9% | -12.2% |
| 3Y | +68.4% | -16.5% | +84.9% | +65.4% |
| 5Y | +79.4% | -59.1% | +138.6% | +107.4% |
| All | +106.9% | +5.6% | +101.3% | +84.1% |
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