+114.8%
ALL vs AVTR
-63.6%
+178.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -2.5% |
| 7D | -1.7% | +7.4% | -9.1% | -2.3% |
| 30D | -4.7% | +12.2% | -16.9% | -5.6% |
| 3M | +18.4% | +57.4% | -39.0% | +13.9% |
| 6M | +20.5% | +86.7% | -66.2% | +13.9% |
| YTD | +23.5% | +33.1% | -9.5% | +20.2% |
| 1Y | +29.0% | +16.1% | +12.8% | +26.2% |
| 3Y | +153.7% | -24.6% | +178.3% | +156.9% |
| 5Y | +114.8% | -63.5% | +178.3% | +130.6% |
| All | +114.8% | -63.6% | +178.4% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling