+3.2%
AVTR vs FFIV
+176.9%
-173.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +2.7% | -1.0% | +3.6% | +3.1% |
| 30D | +12.1% | -5.1% | +17.1% | +14.3% |
| 3M | +57.2% | -4.5% | +61.7% | +58.7% |
| 6M | +73.1% | +36.5% | +36.6% | +45.9% |
| YTD | +30.6% | +53.0% | -22.3% | +3.2% |
| 1Y | +13.5% | +24.2% | -10.7% | -1.3% |
| 3Y | -31.0% | +137.2% | -168.2% | -58.5% |
| 5Y | -63.2% | +91.8% | -155.0% | -76.0% |
| All | +3.2% | +176.9% | -173.7% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling