+9.7%
AVTR vs FDS
+27.8%
-18.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.9% | -5.0% | +6.9% | +4.3% |
| 30D | +1.5% | +13.8% | -12.2% | -5.3% |
| 3M | +17.1% | +14.8% | +2.2% | +7.6% |
| 6M | +91.5% | +47.4% | +44.1% | +50.0% |
| YTD | +38.8% | +14.2% | +24.7% | +24.0% |
| 1Y | +37.7% | +26.6% | +11.1% | +14.6% |
| 3Y | -13.5% | -24.4% | +10.9% | -2.5% |
| 5Y | -59.3% | -22.6% | -36.7% | -55.8% |
| All | +9.7% | +27.8% | -18.1% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling