-59.6%
AVTR vs FIVE
+16.7%
-76.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.5% | +2.7% | -2.2% | -0.1% |
| 30D | -1.0% | +12.7% | -13.7% | -3.6% |
| 3M | +12.2% | +2.1% | +10.1% | +11.2% |
| 6M | +97.5% | +17.5% | +80.0% | +88.3% |
| YTD | +35.6% | +31.0% | +4.6% | +25.6% |
| 1Y | +32.8% | +67.7% | -34.9% | +16.0% |
| 3Y | -16.5% | +43.4% | -59.9% | -27.9% |
| All | -59.6% | +16.7% | -76.4% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling