-35.7%
AUR vs AVTR
-52.5%
+16.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | -6.4% | +6.3% | -12.7% | -8.7% |
| 3M | +7.7% | +53.3% | -45.6% | -12.2% |
| 6M | +44.5% | +78.6% | -34.2% | +9.0% |
| YTD | +67.4% | +29.2% | +38.2% | +45.8% |
| 1Y | +15.4% | +13.8% | +1.6% | +2.5% |
| 3Y | +94.8% | -27.4% | +122.3% | +108.5% |
| 5Y | -35.1% | -65.0% | +29.9% | +5.4% |
| All | -35.7% | -52.5% | +16.8% | +3.5% |
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