-60.3%
AVTR vs EXR
-0.3%
-60.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -3.6% | +5.2% | -8.8% | -5.9% |
| 30D | +0.8% | +20.9% | -20.1% | -7.7% |
| 3M | +17.4% | +7.7% | +9.7% | +13.2% |
| 6M | +83.5% | +13.2% | +70.3% | +73.1% |
| YTD | +35.0% | +26.5% | +8.5% | +20.4% |
| 1Y | +36.7% | +27.2% | +9.5% | +21.5% |
| 3Y | -15.3% | +71.5% | -86.9% | -35.0% |
| All | -60.3% | -0.3% | -60.0% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling