+82.6%
SMR vs AVTR
-26.6%
+109.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.5% |
| 7D | +13.1% | +1.6% | +11.5% | +12.6% |
| 30D | +17.8% | +8.4% | +9.4% | +15.0% |
| 3M | +8.1% | +50.2% | -42.1% | -7.4% |
| 6M | -11.1% | +82.6% | -93.7% | -29.3% |
| YTD | -23.7% | +29.8% | -53.6% | -31.9% |
| 1Y | -69.4% | +16.0% | -85.4% | -72.7% |
| All | +82.6% | -26.6% | +109.2% | +62.5% |
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 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