+323.8%
SN vs AVTR
-27.3%
+351.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +0.1% | +7.4% | -7.3% | -1.9% |
| 30D | -5.6% | +12.2% | -17.8% | -8.6% |
| 3M | +48.1% | +57.4% | -9.3% | +29.0% |
| 6M | +57.6% | +86.7% | -29.0% | +30.2% |
| YTD | +56.5% | +33.1% | +23.4% | +41.0% |
| 1Y | +52.6% | +16.1% | +36.4% | +40.0% |
| 3Y | +412.0% | -24.6% | +436.6% | +409.6% |
| All | +323.8% | -27.3% | +351.1% | +315.0% |
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