+78.8%
SE vs AVTR
-13.5%
+92.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.5% |
| 7D | +3.3% | +1.9% | +1.4% | +3.0% |
| 30D | -18.2% | +1.5% | -19.7% | -18.4% |
| 3M | -31.3% | +17.1% | -48.3% | -33.1% |
| 6M | -10.1% | +91.5% | -101.6% | -19.8% |
| YTD | -38.9% | +38.8% | -77.7% | -43.2% |
| 1Y | -48.0% | +37.7% | -85.8% | -51.6% |
| 3Y | +78.8% | -13.5% | +92.3% | +92.1% |
| All | +78.8% | -13.5% | +92.3% | +92.1% |
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 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