+308.8%
ADI vs AVTR
+1.1%
+307.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.3% | -2.0% | +3.4% | +2.0% |
| 30D | -6.0% | +8.1% | -14.0% | -8.4% |
| 3M | -7.7% | +54.2% | -61.9% | -21.4% |
| 6M | +14.0% | +82.6% | -68.6% | -9.2% |
| YTD | +34.4% | +29.8% | +4.6% | +19.5% |
| 1Y | +48.0% | +18.0% | +30.0% | +32.7% |
| 3Y | +113.3% | -26.4% | +139.8% | +119.3% |
| 5Y | +131.1% | -64.8% | +195.9% | +212.9% |
| All | +308.8% | +1.1% | +307.7% | +242.1% |
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 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