+674.2%
ATI vs AVTR
+5.6%
+668.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | -2.5% | -1.0% | -1.5% | -2.3% |
| 3M | -19.4% | +12.2% | -31.6% | -22.1% |
| 6M | +11.1% | +97.5% | -86.4% | -9.2% |
| YTD | +59.5% | +35.6% | +23.9% | +43.3% |
| 1Y | +85.8% | +32.8% | +52.9% | +67.6% |
| 3Y | +311.9% | -16.5% | +328.4% | +302.0% |
| 5Y | +963.2% | -59.1% | +1,022.4% | +1,170.5% |
| All | +674.2% | +5.6% | +668.6% | +509.8% |
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