+42.0%
SOFI vs AVTR
-47.4%
+89.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.3% | -2.7% |
| 7D | -2.9% | +1.6% | -4.4% | -3.5% |
| 30D | -4.4% | +8.4% | -12.7% | -7.5% |
| 3M | +5.2% | +50.2% | -44.9% | -13.8% |
| 6M | -7.8% | +82.6% | -90.3% | -31.1% |
| YTD | -33.8% | +29.8% | -63.6% | -42.8% |
| 1Y | -33.3% | +16.0% | -49.2% | -41.7% |
| 3Y | +102.7% | -26.4% | +129.1% | +111.6% |
| 5Y | +10.5% | -64.5% | +74.9% | +94.9% |
| All | +42.0% | -47.4% | +89.5% | +36.8% |
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