+282.7%
AG vs AVTR
-26.6%
+309.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.6% |
| 7D | -0.1% | +1.6% | -1.7% | -0.5% |
| 30D | +12.5% | +8.4% | +4.1% | +10.7% |
| 3M | +28.2% | +50.2% | -22.0% | +17.0% |
| 6M | -18.8% | +82.6% | -101.4% | -28.8% |
| YTD | +27.4% | +29.8% | -2.5% | +18.1% |
| 1Y | +132.2% | +16.0% | +116.2% | +116.4% |
| All | +282.7% | -26.6% | +309.3% | +327.5% |
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