-47.5%
AVTR vs COMP
-52.0%
+4.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.7% | -8.6% | +0.7% |
| 7D | -3.6% | +13.4% | -17.1% | -5.4% |
| 30D | +0.8% | +11.1% | -10.3% | -1.0% |
| 3M | +17.4% | -18.8% | +36.2% | +20.2% |
| 6M | +83.5% | +10.5% | +73.0% | +78.9% |
| YTD | +35.0% | -3.4% | +38.4% | +33.0% |
| 1Y | +36.7% | +19.7% | +17.0% | +30.6% |
| 3Y | -15.3% | +381.6% | -396.9% | -34.5% |
| 5Y | -59.5% | -17.6% | -41.9% | -65.5% |
| All | -47.5% | -52.0% | +4.5% | -54.3% |
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