+2.1%
AVTR vs A
+126.3%
-124.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -2.6% |
| 7D | -1.1% | -2.6% | +1.5% | +0.9% |
| 30D | +6.3% | -0.9% | +7.2% | +6.8% |
| 3M | +53.3% | +13.6% | +39.7% | +38.2% |
| 6M | +78.6% | +27.8% | +50.8% | +45.4% |
| YTD | +29.2% | +8.6% | +20.6% | +19.8% |
| 1Y | +13.8% | +16.9% | -3.0% | +0.5% |
| 3Y | -27.4% | +32.9% | -60.4% | -43.4% |
| 5Y | -65.0% | -14.1% | -50.9% | -61.9% |
| All | +2.1% | +126.3% | -124.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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