+58.7%
SO vs AVTR
-63.6%
+122.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +1.0% | +7.4% | -6.4% | +0.7% |
| 30D | -3.2% | +12.2% | -15.4% | -3.7% |
| 3M | -1.7% | +57.4% | -59.1% | -3.9% |
| 6M | -7.2% | +86.7% | -93.9% | -10.2% |
| YTD | +4.6% | +33.1% | -28.5% | +3.1% |
| 1Y | +1.2% | +16.1% | -14.9% | +0.2% |
| 3Y | +45.3% | -24.6% | +69.9% | +47.6% |
| 5Y | +58.7% | -63.5% | +122.2% | +64.7% |
| All | +58.7% | -63.6% | +122.3% | +64.7% |
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