-31.7%
AFRM vs AVTR
-48.0%
+16.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -5.5% | +3.2% | -8.7% | -7.4% |
| 30D | -15.5% | +0.5% | -15.9% | -15.9% |
| 3M | -10.3% | +12.1% | -22.4% | -17.0% |
| 6M | +0.6% | +91.2% | -90.6% | -37.4% |
| YTD | -11.5% | +36.3% | -47.8% | -31.1% |
| 1Y | -16.6% | +35.2% | -51.8% | -35.1% |
| 3Y | +193.5% | -15.8% | +209.4% | +163.3% |
| 5Y | -55.8% | -58.9% | +3.1% | -7.1% |
| All | -31.7% | -48.0% | +16.3% | +23.0% |
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