+215.7%
SIMO vs AVTR
-15.6%
+231.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.9% |
| 7D | -22.0% | -3.6% | -18.4% | -21.7% |
| 30D | -43.0% | +0.8% | -43.8% | -43.0% |
| 3M | -39.1% | +17.4% | -56.5% | -40.1% |
| 6M | -33.3% | +83.5% | -116.8% | -39.2% |
| YTD | +77.0% | +35.0% | +42.0% | +69.0% |
| 1Y | +73.0% | +36.7% | +36.4% | +64.5% |
| 3Y | +215.7% | -15.3% | +231.0% | +238.2% |
| All | +215.7% | -15.6% | +231.3% | +238.2% |
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