-64.2%
AVTR vs FFIV
+92.6%
-156.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +2.7% | -1.0% | +3.6% | +3.0% |
| 30D | +12.1% | -5.1% | +17.1% | +13.9% |
| 3M | +57.2% | -4.5% | +61.7% | +58.5% |
| 6M | +73.1% | +36.5% | +36.6% | +49.8% |
| YTD | +30.6% | +53.0% | -22.3% | +7.1% |
| 1Y | +13.5% | +24.2% | -10.7% | +0.9% |
| 3Y | -31.0% | +137.2% | -168.2% | -55.0% |
| All | -64.2% | +92.6% | -156.8% | -75.2% |
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