+455.3%
SN vs AVTR
-24.2%
+479.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.2% |
| 7D | +7.6% | +1.9% | +5.7% | +7.1% |
| 30D | +24.1% | +1.5% | +22.5% | +23.4% |
| 3M | +23.7% | +17.1% | +6.6% | +18.2% |
| 6M | +105.5% | +91.5% | +14.1% | +68.5% |
| YTD | +105.1% | +38.8% | +66.3% | +82.3% |
| 1Y | +148.3% | +37.7% | +110.5% | +120.9% |
| 3Y | +438.7% | -13.5% | +452.1% | +414.2% |
| All | +455.3% | -24.2% | +479.5% | +436.5% |
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 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