+711.4%
SIMO vs AVTR
+1.1%
+710.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.5% |
| 7D | +14.5% | +1.6% | +12.9% | +14.1% |
| 30D | +20.4% | +8.4% | +12.0% | +18.5% |
| 3M | +7.1% | +50.2% | -43.0% | -2.6% |
| 6M | +129.2% | +82.6% | +46.7% | +98.8% |
| YTD | +201.9% | +29.8% | +172.1% | +180.7% |
| 1Y | +235.5% | +16.0% | +219.5% | +215.3% |
| 3Y | +463.8% | -26.4% | +490.3% | +473.9% |
| 5Y | +306.7% | -64.5% | +371.2% | +390.0% |
| All | +711.4% | +1.1% | +710.3% | +654.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling