+215.2%
ALL vs AVTR
+3.6%
+211.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -2.6% |
| 7D | -1.7% | +7.4% | -9.1% | -2.8% |
| 30D | -4.7% | +12.2% | -16.9% | -6.4% |
| 3M | +18.4% | +57.4% | -39.0% | +9.8% |
| 6M | +20.5% | +86.7% | -66.2% | +8.3% |
| YTD | +23.5% | +33.1% | -9.5% | +16.8% |
| 1Y | +29.0% | +16.1% | +12.8% | +23.3% |
| 3Y | +153.7% | -24.6% | +178.3% | +155.6% |
| 5Y | +114.8% | -63.5% | +178.3% | +149.9% |
| All | +215.2% | +3.6% | +211.6% | +160.3% |
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