-35.7%
AVTR vs AS
+133.7%
-169.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.8% |
| 7D | -9.2% | +7.1% | -16.3% | -10.4% |
| 30D | -1.9% | +12.8% | -14.7% | -4.2% |
| 3M | +13.3% | -14.7% | +28.1% | +16.5% |
| 6M | +88.1% | -9.9% | +98.0% | +90.8% |
| YTD | +32.1% | -16.1% | +48.3% | +35.3% |
| 1Y | +30.7% | +0.2% | +30.6% | +29.2% |
| All | -35.7% | +133.7% | -169.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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