-24.9%
AFRM vs AVTR
-50.1%
+25.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.7% |
| 7D | -7.0% | +2.7% | -9.6% | -8.5% |
| 30D | -7.8% | +12.1% | -19.9% | -14.5% |
| 3M | +5.3% | +57.2% | -51.9% | -24.6% |
| 6M | +42.6% | +73.1% | -30.4% | -5.2% |
| YTD | -2.8% | +30.6% | -33.4% | -21.9% |
| 1Y | -19.3% | +13.5% | -32.8% | -32.6% |
| 3Y | +231.0% | -31.0% | +262.0% | +266.0% |
| 5Y | -22.2% | -63.2% | +41.0% | +76.8% |
| All | -24.9% | -50.1% | +25.2% | +39.4% |
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