-58.3%
AFRM vs AVTR
-60.1%
+1.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.6% |
| 7D | -7.3% | -3.6% | -3.7% | -5.0% |
| 30D | -9.6% | +0.8% | -10.3% | -10.2% |
| 3M | -11.1% | +17.4% | -28.4% | -20.2% |
| 6M | +3.9% | +83.5% | -79.7% | -33.8% |
| YTD | -8.5% | +35.0% | -43.5% | -28.3% |
| 1Y | +3.3% | +36.7% | -33.4% | -20.2% |
| 3Y | +213.7% | -15.3% | +229.1% | +171.5% |
| All | -58.3% | -60.1% | +1.8% | +14.9% |
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 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