+2.6%
AVTR vs FDS
+9.2%
-6.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -0.7% |
| 7D | +1.6% | -8.8% | +10.4% | +6.3% |
| 30D | +8.4% | -1.4% | +9.7% | +8.8% |
| 3M | +50.2% | +13.9% | +36.3% | +37.7% |
| 6M | +82.6% | +27.4% | +55.2% | +53.8% |
| YTD | +29.8% | -2.5% | +32.3% | +27.0% |
| 1Y | +16.0% | -23.8% | +39.8% | +31.1% |
| 3Y | -26.4% | -32.5% | +6.0% | -12.0% |
| 5Y | -64.5% | -23.2% | -41.3% | -62.0% |
| All | +2.6% | +9.2% | -6.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling