+8.5%
AVTR vs FFIV
+126.9%
-118.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | +0.5% | -2.9% | +3.5% | +1.8% |
| 30D | +1.5% | -32.4% | +34.0% | +18.3% |
| 3M | +14.2% | -22.7% | +36.9% | +24.5% |
| 6M | +97.4% | -10.7% | +108.1% | +98.4% |
| YTD | +37.3% | +25.4% | +11.9% | +15.4% |
| 1Y | +36.8% | +34.2% | +2.6% | +11.0% |
| 3Y | -15.2% | +101.2% | -116.4% | -46.6% |
| 5Y | -59.2% | +42.0% | -101.1% | -69.7% |
| All | +8.5% | +126.9% | -118.5% | -52.2% |
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 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