-63.5%
AVTR vs FDS
-20.4%
-43.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +3.5% |
| 7D | +7.4% | -5.4% | +12.8% | +9.6% |
| 30D | +12.2% | +1.6% | +10.6% | +11.3% |
| 3M | +57.4% | +17.7% | +39.6% | +45.8% |
| 6M | +86.7% | +29.1% | +57.6% | +63.6% |
| YTD | +33.1% | +1.0% | +32.1% | +31.0% |
| 1Y | +16.1% | -21.6% | +37.8% | +29.6% |
| 3Y | -24.6% | -30.1% | +5.5% | -12.0% |
| 5Y | -63.5% | -20.7% | -42.7% | -55.1% |
| All | -63.5% | -20.4% | -43.1% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling