+19.1%
AA vs AVTR
-63.6%
+82.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +2.9% |
| 7D | +1.7% | +7.4% | -5.7% | -0.8% |
| 30D | +3.3% | +12.2% | -8.9% | -0.7% |
| 3M | -29.4% | +57.4% | -86.8% | -40.6% |
| 6M | -12.8% | +86.7% | -99.5% | -31.6% |
| YTD | -2.1% | +33.1% | -35.2% | -13.7% |
| 1Y | +62.8% | +16.1% | +46.6% | +47.1% |
| 3Y | +90.5% | -24.6% | +115.1% | +95.3% |
| 5Y | +19.1% | -63.5% | +82.6% | +46.1% |
| All | +19.1% | -63.6% | +82.7% | +46.1% |
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