+7.5%
SMR vs AVTR
-56.8%
+64.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.6% |
| 7D | +13.1% | +1.6% | +11.5% | +12.6% |
| 30D | +17.8% | +8.4% | +9.4% | +15.2% |
| 3M | +8.1% | +50.2% | -42.1% | -5.8% |
| 6M | -11.1% | +82.6% | -93.7% | -27.3% |
| YTD | -23.7% | +29.8% | -53.6% | -30.9% |
| 1Y | -69.4% | +16.0% | -85.4% | -72.2% |
| 3Y | +82.6% | -26.4% | +109.0% | +85.2% |
| All | +7.5% | -56.8% | +64.3% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling