+70.8%
SAP vs AVTR
-60.1%
+130.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.6% |
| 7D | -0.7% | -3.6% | +2.9% | 0.0% |
| 30D | +11.1% | +0.8% | +10.3% | +10.8% |
| 3M | +17.0% | +17.4% | -0.3% | +13.0% |
| 6M | +34.8% | +83.5% | -48.7% | +18.3% |
| YTD | -2.2% | +35.0% | -37.2% | -9.2% |
| 1Y | -6.4% | +36.7% | -43.1% | -13.4% |
| 3Y | +75.1% | -15.3% | +90.5% | +71.1% |
| All | +70.8% | -60.1% | +130.9% | +104.9% |
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