+404.2%
SIMO vs AVTR
+8.1%
+396.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.8% | +5.1% |
| 7D | -8.2% | +1.9% | -10.1% | -8.4% |
| 30D | -34.6% | +1.5% | -36.1% | -34.7% |
| 3M | -32.6% | +17.1% | -49.7% | -34.7% |
| 6M | -31.8% | +91.5% | -123.3% | -41.3% |
| YTD | +87.6% | +38.8% | +48.8% | +72.2% |
| 1Y | +86.7% | +37.7% | +48.9% | +71.3% |
| 3Y | +227.4% | -13.5% | +240.9% | +222.1% |
| 5Y | +173.0% | -59.3% | +232.3% | +219.3% |
| All | +404.2% | +8.1% | +396.1% | +362.7% |
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