-28.9%
AVTR vs COMP
+215.9%
-244.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | +12.1% | -13.3% | +25.4% | +14.5% |
| 3M | +57.2% | +41.1% | +16.1% | +47.8% |
| 6M | +73.1% | +17.2% | +55.9% | +65.6% |
| YTD | +30.6% | +5.2% | +25.4% | +27.3% |
| 1Y | +13.5% | +18.9% | -5.4% | +8.0% |
| All | -28.9% | +215.9% | -244.8% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling