+185.1%
SU vs AVTR
+0.6%
+184.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | +8.4% | +6.3% | +2.1% | +7.0% |
| 3M | +12.1% | +53.3% | -41.2% | +2.4% |
| 6M | +19.7% | +78.6% | -59.0% | +5.2% |
| YTD | +58.4% | +29.2% | +29.2% | +48.4% |
| 1Y | +67.2% | +13.8% | +53.4% | +58.3% |
| 3Y | +125.0% | -27.4% | +152.5% | +127.8% |
| 5Y | +355.1% | -65.0% | +420.1% | +460.4% |
| All | +185.1% | +0.6% | +184.5% | +108.8% |
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 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