-34.0%
AVTR vs AS
+123.4%
-157.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +0.5% | -4.9% | +5.3% | +1.4% |
| 30D | -1.0% | +3.9% | -4.9% | -1.8% |
| 3M | +12.2% | -9.6% | +21.8% | +14.1% |
| 6M | +97.5% | -8.7% | +106.1% | +99.5% |
| YTD | +35.6% | -19.8% | +55.4% | +40.1% |
| 1Y | +32.8% | -1.5% | +34.4% | +31.7% |
| All | -34.0% | +123.4% | -157.5% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling