+10.1%
AGG vs AVTR
+3.6%
+6.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +0.1% | +7.4% | -7.3% | -0.1% |
| 30D | -0.4% | +12.2% | -12.6% | -0.7% |
| 3M | -0.3% | +57.4% | -57.7% | -1.6% |
| 6M | -1.2% | +86.7% | -87.9% | -3.0% |
| YTD | -0.4% | +33.1% | -33.4% | -1.3% |
| 1Y | +0.4% | +16.1% | -15.8% | -0.4% |
| 3Y | +13.4% | -24.6% | +38.0% | +13.5% |
| 5Y | -1.4% | -63.5% | +62.1% | +0.6% |
| All | +10.1% | +3.6% | +6.5% | +5.2% |
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