+7.7%
AVTR vs FFIV
+125.3%
-117.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +3.2% | +1.9% | +1.3% | +2.4% |
| 30D | +0.5% | -33.3% | +33.8% | +17.7% |
| 3M | +12.1% | -24.9% | +37.0% | +23.8% |
| 6M | +91.2% | -10.5% | +101.7% | +91.9% |
| YTD | +36.3% | +24.4% | +11.9% | +14.9% |
| 1Y | +35.2% | +32.3% | +3.0% | +10.4% |
| 3Y | -15.8% | +99.7% | -115.6% | -46.8% |
| 5Y | -58.9% | +38.4% | -97.4% | -69.1% |
| All | +7.7% | +125.3% | -117.5% | -52.4% |
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