+100.0%
SIMO vs AVTR
+36.2%
+63.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | +14.9% | +3.2% | +11.7% | +15.2% |
| 30D | -27.0% | +0.5% | -27.4% | -26.9% |
| 3M | -25.4% | +12.1% | -37.5% | -24.0% |
| 6M | -30.3% | +91.2% | -121.4% | -29.0% |
| YTD | +95.8% | +36.3% | +59.5% | +100.7% |
| 1Y | +100.0% | +35.2% | +64.8% | +104.8% |
| All | +100.0% | +36.2% | +63.8% | +104.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling