+117.9%
AA vs AVTR
+1.1%
+116.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.1% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | -1.6% | +8.4% | -9.9% | -4.5% |
| 3M | -29.8% | +50.2% | -80.0% | -40.7% |
| 6M | -16.6% | +82.6% | -99.2% | -35.2% |
| YTD | -4.0% | +29.8% | -33.9% | -15.6% |
| 1Y | +63.5% | +16.0% | +47.5% | +46.2% |
| 3Y | +86.8% | -26.4% | +113.2% | +92.7% |
| 5Y | +12.4% | -64.5% | +76.8% | +51.4% |
| All | +117.9% | +1.1% | +116.8% | +70.9% |
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