+314.1%
SPMO vs AVTR
+3.6%
+310.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | +3.4% | +7.4% | -4.0% | +1.9% |
| 30D | +0.5% | +12.2% | -11.7% | -1.9% |
| 3M | +1.9% | +57.4% | -55.5% | -8.2% |
| 6M | +27.8% | +86.7% | -58.8% | +10.6% |
| YTD | +26.7% | +33.1% | -6.4% | +17.4% |
| 1Y | +28.9% | +16.1% | +12.7% | +21.0% |
| 3Y | +160.7% | -24.6% | +185.3% | +162.1% |
| 5Y | +150.2% | -63.5% | +213.7% | +200.5% |
| All | +314.1% | +3.6% | +310.5% | +264.4% |
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