-67.0%
SE vs AVTR
-63.6%
-3.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | +0.6% | +7.4% | -6.8% | -1.9% |
| 30D | -0.1% | +12.2% | -12.3% | -4.1% |
| 3M | +34.1% | +57.4% | -23.2% | +12.8% |
| 6M | +23.2% | +86.7% | -63.4% | -3.1% |
| YTD | -11.2% | +33.1% | -44.2% | -21.7% |
| 1Y | -40.5% | +16.1% | -56.7% | -46.5% |
| 3Y | +196.3% | -24.6% | +220.9% | +192.8% |
| 5Y | -67.0% | -63.5% | -3.5% | -42.0% |
| All | -67.0% | -63.6% | -3.4% | -42.0% |
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