+980.4%
AU vs AVTR
+0.6%
+979.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.3% | -1.1% | -3.2% | -4.1% |
| 30D | +7.3% | +6.3% | +1.0% | +6.5% |
| 3M | +26.3% | +53.3% | -27.0% | +19.5% |
| 6M | +1.8% | +78.6% | -76.9% | -5.5% |
| YTD | +26.8% | +29.2% | -2.4% | +21.5% |
| 1Y | +66.7% | +13.8% | +52.9% | +60.7% |
| 3Y | +579.1% | -27.4% | +606.5% | +583.6% |
| 5Y | +689.3% | -65.0% | +754.3% | +766.1% |
| All | +980.4% | +0.6% | +979.8% | +873.5% |
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