-47.0%
AVTR vs COMP
-52.8%
+5.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +3.2% | +8.9% | -5.7% | +1.9% |
| 30D | +0.5% | +14.0% | -13.5% | -1.6% |
| 3M | +12.1% | -21.1% | +33.3% | +15.3% |
| 6M | +91.2% | +20.1% | +71.1% | +84.3% |
| YTD | +36.3% | -5.0% | +41.3% | +34.5% |
| 1Y | +35.2% | +5.7% | +29.6% | +31.4% |
| 3Y | -15.8% | +412.2% | -428.1% | -35.3% |
| 5Y | -58.9% | -12.1% | -46.8% | -65.1% |
| All | -47.0% | -52.8% | +5.8% | -53.8% |
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