+3.2%
AVTR vs FDS
+18.1%
-14.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.3% |
| 7D | +2.7% | -1.9% | +4.6% | +3.7% |
| 30D | +12.1% | +9.0% | +3.0% | +7.0% |
| 3M | +57.2% | +18.9% | +38.4% | +41.2% |
| 6M | +73.1% | +35.1% | +37.9% | +41.9% |
| YTD | +30.6% | +5.5% | +25.1% | +22.9% |
| 1Y | +13.5% | -16.8% | +30.3% | +22.7% |
| 3Y | -31.0% | -28.1% | -3.0% | -19.8% |
| 5Y | -63.2% | -17.4% | -45.8% | -62.0% |
| All | +3.2% | +18.1% | -14.9% | -21.6% |
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