+9.7%
AVTR vs FIVE
+100.6%
-90.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +1.3% |
| 7D | +1.9% | +6.2% | -4.3% | +0.2% |
| 30D | +1.5% | +18.2% | -16.6% | -3.1% |
| 3M | +17.1% | +3.8% | +13.2% | +15.2% |
| 6M | +91.5% | +13.7% | +77.7% | +82.1% |
| YTD | +38.8% | +34.7% | +4.1% | +25.2% |
| 1Y | +37.7% | +66.6% | -28.9% | +16.7% |
| 3Y | -13.5% | +44.3% | -57.8% | -28.4% |
| 5Y | -59.3% | +18.8% | -78.1% | -65.5% |
| All | +9.7% | +100.6% | -90.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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