-73.1%
SMR vs AVTR
+16.8%
-89.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +4.4% | +2.7% | +1.7% | +3.8% |
| 30D | +3.4% | +12.1% | -8.6% | +0.8% |
| 3M | -19.2% | +57.2% | -76.4% | -29.6% |
| 6M | -22.6% | +73.1% | -95.7% | -35.3% |
| YTD | -31.5% | +30.6% | -62.2% | -40.1% |
| 1Y | -73.1% | +13.5% | -86.6% | -76.4% |
| All | -73.1% | +16.8% | -89.8% | -76.4% |
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 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