-3.6%
SMR vs AVTR
-56.6%
+53.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +4.4% | +2.7% | +1.7% | +3.6% |
| 30D | +3.4% | +12.1% | -8.6% | +0.1% |
| 3M | -19.2% | +57.2% | -76.4% | -30.6% |
| 6M | -22.6% | +73.1% | -95.7% | -35.8% |
| YTD | -31.5% | +30.6% | -62.2% | -38.2% |
| 1Y | -73.1% | +13.5% | -86.6% | -75.4% |
| 3Y | +55.0% | -31.0% | +86.0% | +59.0% |
| All | -3.6% | -56.6% | +53.0% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling