+49.1%
ADP vs AVTR
-60.1%
+109.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | +3.2% | -3.6% | +6.9% | +3.9% |
| 30D | +14.9% | +0.8% | +14.1% | +14.6% |
| 3M | +11.6% | +17.4% | -5.8% | +7.9% |
| 6M | +48.5% | +83.5% | -35.1% | +30.8% |
| YTD | +20.6% | +35.0% | -14.4% | +12.5% |
| 1Y | +23.7% | +36.7% | -13.0% | +14.9% |
| 3Y | +47.8% | -15.3% | +63.1% | +44.5% |
| All | +49.1% | -60.1% | +109.2% | +78.1% |
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