-27.7%
AVTR vs FIVE
+56.0%
-83.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.3% |
| 7D | +2.7% | +4.3% | -1.6% | +1.9% |
| 30D | +12.1% | +12.5% | -0.5% | +9.5% |
| 3M | +57.2% | +31.2% | +26.0% | +49.3% |
| 6M | +73.1% | +14.4% | +58.7% | +67.5% |
| YTD | +30.6% | +33.9% | -3.3% | +22.8% |
| 1Y | +13.5% | +65.1% | -51.6% | +2.4% |
| All | -27.7% | +56.0% | -83.7% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling