-27.4%
AVTR vs BOXX
+14.7%
-42.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.3% |
| 30D | +6.3% | +0.3% | +6.0% | +4.6% |
| 3M | +53.3% | +1.0% | +52.3% | +45.0% |
| 6M | +78.6% | +1.9% | +76.7% | +61.5% |
| YTD | +29.2% | +2.7% | +26.5% | +13.5% |
| 1Y | +13.8% | +4.0% | +9.8% | -3.4% |
| 3Y | -27.4% | +14.7% | -42.1% | -64.2% |
| All | -27.4% | +14.7% | -42.1% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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