+263.1%
AG vs AVTR
+1.7%
+261.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.6% |
| 7D | +1.0% | +2.7% | -1.7% | +0.4% |
| 30D | +19.2% | +12.1% | +7.1% | +16.2% |
| 3M | +6.2% | +57.2% | -51.1% | -5.1% |
| 6M | -26.7% | +73.1% | -99.7% | -36.0% |
| YTD | +26.1% | +30.6% | -4.5% | +16.8% |
| 1Y | +131.7% | +13.5% | +118.2% | +117.9% |
| 3Y | +255.3% | -31.0% | +286.4% | +268.4% |
| 5Y | +61.9% | -63.2% | +125.2% | +90.4% |
| All | +263.1% | +1.7% | +261.4% | +237.7% |
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 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