+229.9%
AFRM vs AVTR
-31.1%
+261.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -7.0% | +2.7% | -9.6% | -7.9% |
| 30D | -7.8% | +12.1% | -19.9% | -11.8% |
| 3M | +5.3% | +57.2% | -51.9% | -13.9% |
| 6M | +42.6% | +73.1% | -30.4% | +11.6% |
| YTD | -2.8% | +30.6% | -33.4% | -14.8% |
| 1Y | -19.3% | +13.5% | -32.8% | -27.3% |
| All | +229.9% | -31.1% | +261.0% | +210.3% |
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