-46.6%
AVTR vs COMP
-51.7%
+5.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.6% |
| 7D | +0.5% | +2.2% | -1.7% | +0.1% |
| 30D | +1.5% | +16.3% | -14.8% | -0.8% |
| 3M | +14.2% | -19.1% | +33.4% | +17.1% |
| 6M | +97.4% | +17.1% | +80.2% | +90.8% |
| YTD | +37.3% | -2.9% | +40.2% | +35.1% |
| 1Y | +36.8% | +8.8% | +28.0% | +32.4% |
| 3Y | -15.2% | +423.5% | -438.7% | -35.1% |
| 5Y | -59.2% | -10.5% | -48.7% | -65.4% |
| All | -46.6% | -51.7% | +5.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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