-59.3%
AVTR vs ALM
+441.7%
-501.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.2% | +2.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | +1.5% | -26.1% | +27.6% | +2.4% |
| 3M | +17.1% | -38.1% | +55.2% | +18.5% |
| 6M | +91.5% | -55.4% | +146.9% | +95.7% |
| YTD | +38.8% | -0.4% | +39.2% | +37.9% |
| 1Y | +37.7% | +25.4% | +12.4% | +35.6% |
| 3Y | -13.5% | +907.8% | -921.2% | -21.3% |
| 5Y | -59.3% | +440.2% | -499.5% | -62.6% |
| All | -59.3% | +441.7% | -501.0% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling