-47.1%
AVTR vs COMP
-53.0%
+5.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -1.1% |
| 7D | -0.1% | +7.2% | -7.3% | -1.2% |
| 30D | -0.6% | +6.4% | -7.0% | -1.8% |
| 3M | +13.4% | -19.4% | +32.8% | +16.3% |
| 6M | +87.4% | +14.6% | +72.8% | +81.7% |
| YTD | +35.9% | -5.5% | +41.4% | +34.2% |
| 1Y | +35.4% | +13.7% | +21.7% | +30.3% |
| 3Y | -16.1% | +409.7% | -425.8% | -35.5% |
| 5Y | -59.4% | -17.0% | -42.3% | -65.3% |
| All | -47.1% | -53.0% | +5.9% | -53.9% |
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