+56.4%
SAP vs AVTR
-64.3%
+120.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | -2.9% | +2.7% | -5.6% | -3.4% |
| 30D | +9.0% | +12.1% | -3.0% | +6.5% |
| 3M | +14.9% | +57.2% | -42.3% | +4.6% |
| 6M | +11.9% | +73.1% | -61.2% | -0.4% |
| YTD | -9.9% | +30.6% | -40.5% | -15.5% |
| 1Y | -19.5% | +13.5% | -33.0% | -23.3% |
| 3Y | +61.8% | -31.0% | +92.8% | +67.0% |
| All | +56.4% | -64.3% | +120.7% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling