-16.1%
AVTR vs FIVE
+40.2%
-56.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +3.2% | +2.4% | +0.7% | +2.7% |
| 30D | +0.5% | +15.8% | -15.4% | -2.0% |
| 3M | +12.1% | +3.8% | +8.3% | +11.1% |
| 6M | +91.2% | +18.5% | +72.7% | +83.9% |
| YTD | +36.3% | +31.2% | +5.1% | +28.4% |
| 1Y | +35.2% | +61.8% | -26.6% | +22.6% |
| All | -16.1% | +40.2% | -56.3% | -28.5% |
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