+224.8%
ALL vs AVTR
+5.8%
+219.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.2% |
| 7D | -0.1% | -0.1% | 0.0% | -0.2% |
| 30D | +13.8% | -0.6% | +14.5% | +13.8% |
| 3M | -2.8% | +13.4% | -16.2% | -4.8% |
| 6M | +23.7% | +87.4% | -63.7% | +11.2% |
| YTD | +27.3% | +35.9% | -8.6% | +19.8% |
| 1Y | +30.5% | +35.4% | -4.8% | +22.8% |
| 3Y | +113.0% | -16.1% | +129.1% | +110.0% |
| 5Y | +157.6% | -59.4% | +216.9% | +192.5% |
| All | +224.8% | +5.8% | +219.0% | +167.0% |
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