+196.3%
SE vs AVTR
-25.8%
+222.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | +0.6% | +7.4% | -6.8% | -0.6% |
| 30D | -0.1% | +12.2% | -12.3% | -2.0% |
| 3M | +34.1% | +57.4% | -23.2% | +23.7% |
| 6M | +23.2% | +86.7% | -63.4% | +10.3% |
| YTD | -11.2% | +33.1% | -44.2% | -16.7% |
| 1Y | -40.5% | +16.1% | -56.7% | -43.6% |
| 3Y | +196.3% | -24.6% | +220.9% | +199.2% |
| All | +196.3% | -25.8% | +222.1% | +199.2% |
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