-27.1%
AVTR vs AGI
+214.4%
-241.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | +8.4% | +11.3% | -2.9% | +7.3% |
| 3M | +50.2% | +5.6% | +44.5% | +49.1% |
| 6M | +82.6% | -27.7% | +110.2% | +84.8% |
| YTD | +29.8% | -4.1% | +33.9% | +29.4% |
| 1Y | +16.0% | +13.8% | +2.2% | +14.7% |
| All | -27.1% | +214.4% | -241.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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