+136.4%
AG vs AVTR
+5.6%
+130.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -10.0% | +0.5% | -10.4% | -10.0% |
| 30D | -10.5% | -1.0% | -9.5% | -10.2% |
| 3M | -27.3% | +12.2% | -39.5% | -29.2% |
| 6M | -43.0% | +97.5% | -140.4% | -51.7% |
| YTD | -17.9% | +35.6% | -53.5% | -24.7% |
| 1Y | +11.9% | +32.8% | -20.9% | +3.0% |
| 3Y | +201.8% | -16.5% | +218.3% | +199.2% |
| 5Y | -0.1% | -59.1% | +59.1% | +15.1% |
| All | +136.4% | +5.6% | +130.8% | +117.7% |
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