+222.8%
ALL vs AVTR
+1.7%
+221.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | 0.0% | +2.7% | -2.6% | -0.4% |
| 30D | -1.5% | +12.1% | -13.5% | -3.3% |
| 3M | +23.6% | +57.2% | -33.6% | +14.6% |
| 6M | +22.3% | +73.1% | -50.7% | +11.3% |
| YTD | +26.5% | +30.6% | -4.1% | +20.0% |
| 1Y | +27.0% | +13.5% | +13.5% | +21.8% |
| 3Y | +149.6% | -31.0% | +180.6% | +156.2% |
| 5Y | +118.1% | -63.2% | +181.3% | +152.7% |
| All | +222.8% | +1.7% | +221.1% | +167.3% |
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 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