+59.8%
SAP vs AVTR
-27.6%
+87.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | -2.9% | +2.7% | -5.6% | -3.3% |
| 30D | +9.0% | +12.1% | -3.0% | +7.0% |
| 3M | +14.9% | +57.2% | -42.3% | +6.7% |
| 6M | +11.9% | +73.1% | -61.2% | +2.1% |
| YTD | -9.9% | +30.6% | -40.5% | -14.6% |
| 1Y | -19.5% | +13.5% | -33.0% | -22.8% |
| All | +59.8% | -27.6% | +87.4% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling