+1,022.9%
AU vs AVTR
+1.1%
+1,021.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.0% |
| 7D | +0.6% | +1.6% | -0.9% | +0.5% |
| 30D | +12.3% | +8.4% | +3.9% | +11.2% |
| 3M | +29.4% | +50.2% | -20.8% | +22.7% |
| 6M | +3.2% | +82.6% | -79.4% | -4.4% |
| YTD | +31.8% | +29.8% | +2.0% | +26.2% |
| 1Y | +83.4% | +16.0% | +67.4% | +76.4% |
| 3Y | +623.1% | -26.4% | +649.5% | +626.5% |
| 5Y | +700.5% | -64.5% | +765.0% | +776.4% |
| All | +1,022.9% | +1.1% | +1,021.8% | +911.2% |
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