+94.2%
ADP vs AVTR
+3.6%
+90.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -3.9% |
| 7D | -5.5% | +7.4% | -12.9% | -7.1% |
| 30D | -1.2% | +12.2% | -13.5% | -4.0% |
| 3M | +17.9% | +57.4% | -39.5% | +5.0% |
| 6M | +20.3% | +86.7% | -66.3% | +2.3% |
| YTD | +5.8% | +33.1% | -27.2% | -2.6% |
| 1Y | -7.7% | +16.1% | -23.9% | -13.3% |
| 3Y | +14.7% | -24.6% | +39.3% | +15.8% |
| 5Y | +45.8% | -63.5% | +109.3% | +78.1% |
| All | +94.2% | +3.6% | +90.6% | +60.6% |
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 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