-60.3%
AVTR vs COMP
-17.6%
-42.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.7% | -8.6% | +0.6% |
| 7D | -3.6% | +13.4% | -17.1% | -5.5% |
| 30D | +0.8% | +11.1% | -10.3% | -1.0% |
| 3M | +17.4% | -18.8% | +36.2% | +20.3% |
| 6M | +83.5% | +10.5% | +73.0% | +78.7% |
| YTD | +35.0% | -3.4% | +38.4% | +32.9% |
| 1Y | +36.7% | +19.7% | +17.0% | +30.4% |
| 3Y | -15.3% | +381.6% | -396.9% | -35.3% |
| All | -60.3% | -17.6% | -42.7% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling