+2.1%
AVTR vs BR
+58.0%
-55.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -1.1% | -3.0% | +1.9% | +0.6% |
| 30D | +6.3% | -0.3% | +6.6% | +6.4% |
| 3M | +53.3% | +17.3% | +36.0% | +38.5% |
| 6M | +78.6% | -6.7% | +85.3% | +84.2% |
| YTD | +29.2% | -23.4% | +52.7% | +49.4% |
| 1Y | +13.8% | -32.7% | +46.5% | +43.1% |
| 3Y | -27.4% | -5.9% | -21.5% | -26.3% |
| 5Y | -65.0% | +8.4% | -73.5% | -68.2% |
| All | +2.1% | +58.0% | -55.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling