+213.7%
AFRM vs AVTR
-15.6%
+229.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.0% |
| 7D | -7.3% | -3.6% | -3.7% | -6.0% |
| 30D | -9.6% | +0.8% | -10.3% | -9.9% |
| 3M | -11.1% | +17.4% | -28.4% | -16.2% |
| 6M | +3.9% | +83.5% | -79.7% | -18.9% |
| YTD | -8.5% | +35.0% | -43.5% | -20.1% |
| 1Y | +3.3% | +36.7% | -33.4% | -10.4% |
| 3Y | +213.7% | -15.3% | +229.1% | +196.2% |
| All | +213.7% | -15.6% | +229.3% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling