+1,133.0%
ASX vs AVTR
+6.1%
+1,126.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | +22.1% | +3.2% | +18.9% | +21.2% |
| 30D | -23.8% | +0.5% | -24.2% | -23.7% |
| 3M | -7.6% | +12.1% | -19.7% | -10.3% |
| 6M | +6.9% | +91.2% | -84.3% | -11.5% |
| YTD | +127.7% | +36.3% | +91.4% | +104.4% |
| 1Y | +144.5% | +35.2% | +109.3% | +119.6% |
| 3Y | +377.8% | -15.8% | +393.6% | +364.9% |
| 5Y | +498.2% | -58.9% | +557.2% | +633.1% |
| All | +1,133.0% | +6.1% | +1,126.9% | +972.0% |
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