-52.1%
SMR vs AVTR
-54.7%
+2.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.6% |
| 7D | +10.3% | +3.2% | +7.1% | +9.4% |
| 30D | -25.7% | +0.5% | -26.2% | -25.7% |
| 3M | -49.7% | +12.1% | -61.9% | -51.3% |
| 6M | -59.8% | +91.2% | -151.0% | -67.6% |
| YTD | -66.0% | +36.3% | -102.3% | -69.6% |
| 1Y | -81.4% | +35.2% | -116.7% | -83.4% |
| 3Y | +130.6% | -15.8% | +146.5% | +125.2% |
| All | -52.1% | -54.7% | +2.6% | -48.4% |
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 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