-53.7%
SMR vs AVTR
-54.9%
+1.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -8.3% | +0.5% | -8.7% | -8.3% |
| 30D | -20.1% | -1.0% | -19.0% | -19.6% |
| 3M | -52.7% | +12.2% | -64.9% | -54.1% |
| 6M | -61.0% | +97.5% | -158.5% | -68.9% |
| YTD | -67.1% | +35.6% | -102.7% | -70.6% |
| 1Y | -79.9% | +32.8% | -112.7% | -81.9% |
| 3Y | +101.7% | -16.5% | +118.2% | +97.4% |
| All | -53.7% | -54.9% | +1.2% | -50.1% |
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