-6.8%
AA vs AVTR
-59.2%
+52.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +4.8% |
| 7D | +4.8% | +1.9% | +2.9% | +4.2% |
| 30D | -0.6% | +1.5% | -2.2% | -1.2% |
| 3M | -16.3% | +17.1% | -33.3% | -20.8% |
| 6M | -33.4% | +91.5% | -124.9% | -48.2% |
| YTD | -20.7% | +38.8% | -59.5% | -31.3% |
| 1Y | +12.9% | +37.7% | -24.8% | -2.1% |
| 3Y | +75.7% | -13.5% | +89.2% | +70.2% |
| 5Y | -6.8% | -59.3% | +52.5% | +16.1% |
| All | -6.8% | -59.2% | +52.4% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling