+121.3%
ADP vs AVTR
+5.1%
+116.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | +3.2% | -3.6% | +6.9% | +4.1% |
| 30D | +14.9% | +0.8% | +14.1% | +14.6% |
| 3M | +11.6% | +17.4% | -5.8% | +7.1% |
| 6M | +48.5% | +83.5% | -35.1% | +26.8% |
| YTD | +20.6% | +35.0% | -14.4% | +10.4% |
| 1Y | +23.7% | +36.7% | -13.0% | +12.6% |
| 3Y | +47.8% | -15.3% | +63.1% | +44.2% |
| 5Y | +47.7% | -59.5% | +107.2% | +75.1% |
| All | +121.3% | +5.1% | +116.2% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling