-46.0%
AVTR vs COMP
-49.2%
+3.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.8% | +2.0% |
| 7D | +1.9% | +14.5% | -12.6% | -0.1% |
| 30D | +1.5% | +14.9% | -13.4% | -0.7% |
| 3M | +17.1% | -14.2% | +31.3% | +19.0% |
| 6M | +91.5% | +23.7% | +67.7% | +83.7% |
| YTD | +38.8% | +2.1% | +36.7% | +35.7% |
| 1Y | +37.7% | +26.2% | +11.6% | +30.7% |
| 3Y | -13.5% | +470.9% | -484.4% | -34.5% |
| 5Y | -59.3% | -14.0% | -45.3% | -65.6% |
| All | -46.0% | -49.2% | +3.2% | -53.4% |
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