+2.6%
AVTR vs FFIV
+187.0%
-184.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -4.2% |
| 7D | +1.6% | +3.5% | -1.9% | -0.1% |
| 30D | +8.4% | -1.3% | +9.7% | +8.6% |
| 3M | +50.2% | +2.4% | +47.8% | +46.6% |
| 6M | +82.6% | +41.8% | +40.8% | +51.1% |
| YTD | +29.8% | +58.5% | -28.7% | +0.9% |
| 1Y | +16.0% | +24.3% | -8.4% | +1.0% |
| 3Y | -26.4% | +152.0% | -178.5% | -57.0% |
| 5Y | -64.5% | +99.1% | -163.6% | -77.2% |
| All | +2.6% | +187.0% | -184.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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