-48.6%
AVTR vs COMP
-56.6%
+8.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.2% | +4.9% | -2.1% |
| 7D | -9.2% | -1.8% | -7.4% | -9.1% |
| 30D | -1.9% | -0.8% | -1.1% | -2.0% |
| 3M | +13.3% | -28.1% | +41.5% | +18.1% |
| 6M | +88.1% | +27.0% | +61.1% | +79.4% |
| YTD | +32.1% | -12.8% | +44.9% | +32.1% |
| 1Y | +30.7% | +4.9% | +25.9% | +27.4% |
| 3Y | -17.6% | +321.0% | -338.6% | -35.0% |
| 5Y | -60.3% | -25.6% | -34.8% | -65.7% |
| All | -48.6% | -56.6% | +8.0% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling