+6.7%
AVTR vs AR
+356.7%
-350.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -3.6% | -14.3% | +10.6% | -2.1% |
| 30D | +0.8% | +1.4% | -0.7% | +0.6% |
| 3M | +17.4% | +3.4% | +14.0% | +16.7% |
| 6M | +83.5% | -2.1% | +85.6% | +83.3% |
| YTD | +35.0% | +4.7% | +30.3% | +33.3% |
| 1Y | +36.7% | +10.6% | +26.1% | +33.9% |
| 3Y | -15.3% | +24.6% | -39.9% | -18.9% |
| 5Y | -59.5% | +71.9% | -131.4% | -62.8% |
| All | +6.7% | +356.7% | -350.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 all: compounded portfolio wealth divided by compounded AR 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…
all analysis · Full analysis span regression · 6 months rolling