+1,033.1%
SMH vs AVTR
+1.7%
+1,031.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.1% | +3.1% |
| 7D | +2.5% | +2.7% | -0.2% | +1.6% |
| 30D | -0.5% | +12.1% | -12.5% | -4.0% |
| 3M | -9.6% | +57.2% | -66.9% | -23.1% |
| 6M | +42.1% | +73.1% | -31.0% | +16.5% |
| YTD | +57.4% | +30.6% | +26.8% | +40.5% |
| 1Y | +96.2% | +13.5% | +82.7% | +78.9% |
| 3Y | +267.9% | -31.0% | +298.9% | +283.2% |
| 5Y | +327.7% | -63.2% | +390.9% | +461.2% |
| All | +1,033.1% | +1.7% | +1,031.4% | +929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling