+2.6%
AVTR vs ALM
+981.9%
-979.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -2.2% |
| 7D | +1.6% | +3.6% | -2.0% | +1.4% |
| 30D | +8.4% | +33.8% | -25.4% | +6.8% |
| 3M | +50.2% | +14.8% | +35.4% | +48.6% |
| 6M | +82.6% | -7.0% | +89.5% | +81.7% |
| YTD | +29.8% | +108.1% | -78.2% | +23.7% |
| 1Y | +16.0% | +313.8% | -297.8% | +6.1% |
| 3Y | -26.4% | +2,227.6% | -2,254.1% | -41.5% |
| 5Y | -64.5% | +956.6% | -1,021.1% | -70.7% |
| All | +2.6% | +981.9% | -979.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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