-35.0%
AUR vs AVTR
-52.3%
+17.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.9% |
| 7D | +11.1% | +1.6% | +9.5% | +10.4% |
| 30D | -6.9% | +8.4% | -15.3% | -9.8% |
| 3M | +5.5% | +50.2% | -44.6% | -13.2% |
| 6M | +41.0% | +82.6% | -41.6% | +5.4% |
| YTD | +69.3% | +29.8% | +39.4% | +47.1% |
| 1Y | +14.0% | +16.0% | -1.9% | +0.3% |
| 3Y | +90.1% | -26.4% | +116.5% | +101.8% |
| 5Y | -34.4% | -64.5% | +30.1% | +6.3% |
| All | -35.0% | -52.3% | +17.3% | +4.4% |
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 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