+10.4%
AA vs AVTR
+36.7%
-26.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.6% | +2.5% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | -1.3% | +1.5% | -2.8% | -1.5% |
| 3M | -23.9% | +14.2% | -38.1% | -25.3% |
| 6M | -36.8% | +97.4% | -134.2% | -44.6% |
| YTD | -22.2% | +37.3% | -59.4% | -27.1% |
| 1Y | +10.4% | +36.8% | -26.4% | +3.2% |
| All | +10.4% | +36.7% | -26.3% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling