-63.5%
AVTR vs A
-14.2%
-49.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.5% | +3.9% |
| 7D | +7.4% | -2.1% | +9.4% | +9.0% |
| 30D | +12.2% | +0.6% | +11.6% | +11.5% |
| 3M | +57.4% | +10.9% | +46.5% | +45.1% |
| 6M | +86.7% | +28.2% | +58.5% | +52.7% |
| YTD | +33.1% | +8.6% | +24.5% | +23.8% |
| 1Y | +16.1% | +15.5% | +0.6% | +4.1% |
| 3Y | -24.6% | +31.8% | -56.4% | -40.0% |
| 5Y | -63.5% | -14.9% | -48.6% | -58.8% |
| All | -63.5% | -14.2% | -49.3% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling