+75.7%
AA vs AVTR
-13.5%
+89.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +5.0% |
| 7D | +4.8% | +1.9% | +2.9% | +4.3% |
| 30D | -0.6% | +1.5% | -2.2% | -1.1% |
| 3M | -16.3% | +17.1% | -33.3% | -20.0% |
| 6M | -33.4% | +91.5% | -124.9% | -46.1% |
| YTD | -20.7% | +38.8% | -59.5% | -29.5% |
| 1Y | +12.9% | +37.7% | -24.8% | +0.4% |
| 3Y | +75.7% | -13.5% | +89.2% | +34.6% |
| All | +75.7% | -13.5% | +89.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling