+740.5%
ATI vs AVTR
+0.6%
+739.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.6% | -1.1% | -4.6% | -5.4% |
| 30D | -13.7% | +6.3% | -20.1% | -15.2% |
| 3M | -0.4% | +53.3% | -53.7% | -12.4% |
| 6M | +26.2% | +78.6% | -52.4% | +6.0% |
| YTD | +73.2% | +29.2% | +44.0% | +57.8% |
| 1Y | +161.6% | +13.8% | +147.8% | +141.4% |
| 3Y | +346.2% | -27.4% | +373.6% | +354.0% |
| 5Y | +1,047.6% | -65.0% | +1,112.6% | +1,341.7% |
| All | +740.5% | +0.6% | +739.9% | +571.4% |
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