+129.3%
SO vs AVTR
+5.6%
+123.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +4.7% | -1.0% | +5.7% | +4.8% |
| 3M | +1.7% | +12.2% | -10.5% | +0.4% |
| 6M | +2.2% | +97.5% | -95.3% | -5.1% |
| YTD | +10.0% | +35.6% | -25.6% | +5.9% |
| 1Y | +6.0% | +32.8% | -26.8% | +2.3% |
| 3Y | +54.1% | -16.5% | +70.6% | +53.3% |
| 5Y | +79.6% | -59.1% | +138.8% | +96.2% |
| All | +129.3% | +5.6% | +123.8% | +109.6% |
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