+124.6%
ADP vs AVTR
+6.1%
+118.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.3% | +3.2% | -2.9% | -0.5% |
| 30D | +11.6% | +0.5% | +11.2% | +11.3% |
| 3M | +15.1% | +12.1% | +2.9% | +11.6% |
| 6M | +46.0% | +91.2% | -45.2% | +23.5% |
| YTD | +22.4% | +36.3% | -13.9% | +11.8% |
| 1Y | +24.5% | +35.2% | -10.8% | +13.6% |
| 3Y | +44.8% | -15.8% | +60.6% | +41.6% |
| 5Y | +49.1% | -58.9% | +108.0% | +76.1% |
| All | +124.6% | +6.1% | +118.5% | +84.2% |
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 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