-60.3%
AVTR vs FFIV
+39.5%
-99.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -3.6% | -8.1% | +4.5% | -0.8% |
| 30D | +0.8% | -33.4% | +34.2% | +14.3% |
| 3M | +17.4% | -24.7% | +42.1% | +26.7% |
| 6M | +83.5% | -8.8% | +92.4% | +81.4% |
| YTD | +35.0% | +21.8% | +13.2% | +17.0% |
| 1Y | +36.7% | +25.3% | +11.4% | +16.7% |
| 3Y | -15.3% | +101.2% | -116.5% | -43.7% |
| All | -60.3% | +39.5% | -99.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling