+148.2%
SPMO vs AVTR
-64.7%
+212.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | -0.7% | +8.1% | -8.8% | -1.9% |
| 3M | +2.8% | +54.2% | -51.4% | -4.6% |
| 6M | +24.4% | +82.6% | -58.1% | +11.8% |
| YTD | +24.2% | +29.8% | -5.7% | +17.7% |
| 1Y | +24.5% | +18.0% | +6.5% | +18.2% |
| 3Y | +155.6% | -26.4% | +182.0% | +158.6% |
| 5Y | +148.2% | -64.8% | +213.0% | +201.6% |
| All | +148.2% | -64.7% | +212.9% | +201.6% |
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 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