-27.7%
AVTR vs EXR
+24.9%
-52.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +2.7% | -2.6% | +5.2% | +3.9% |
| 30D | +12.1% | -7.2% | +19.2% | +15.9% |
| 3M | +57.2% | -3.5% | +60.7% | +59.8% |
| 6M | +73.1% | -5.3% | +78.4% | +77.1% |
| YTD | +30.6% | +9.4% | +21.3% | +24.6% |
| 1Y | +13.5% | +1.3% | +12.2% | +12.7% |
| All | -27.7% | +24.9% | -52.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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