-27.4%
AVTR vs AFL
+63.5%
-91.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.1% | -1.6% | +0.6% | -0.7% |
| 30D | +6.3% | -4.0% | +10.4% | +7.2% |
| 3M | +53.3% | -0.5% | +53.8% | +53.0% |
| 6M | +78.6% | +6.5% | +72.1% | +74.0% |
| YTD | +29.2% | +6.2% | +23.1% | +25.7% |
| 1Y | +13.8% | +8.3% | +5.6% | +9.7% |
| 3Y | -27.4% | +62.5% | -90.0% | -38.5% |
| All | -27.4% | +63.5% | -91.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling