-55.9%
AVTR vs FGI
-70.0%
+14.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | -0.6% | -3.4% | +2.7% | -0.6% |
| 3M | +13.4% | +61.8% | -48.4% | +11.3% |
| 6M | +87.4% | +17.0% | +70.3% | +84.6% |
| YTD | +35.9% | +31.4% | +4.5% | +32.1% |
| 1Y | +35.4% | +42.7% | -7.3% | +31.0% |
| 3Y | -16.1% | -0.1% | -16.0% | -19.6% |
| All | -55.9% | -70.0% | +14.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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