+3.2%
AVTR vs FIVE
+99.4%
-96.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.8% |
| 7D | +2.7% | +4.3% | -1.6% | +1.4% |
| 30D | +12.1% | +12.5% | -0.5% | +8.1% |
| 3M | +57.2% | +31.2% | +26.0% | +44.9% |
| 6M | +73.1% | +14.4% | +58.7% | +64.2% |
| YTD | +30.6% | +33.9% | -3.3% | +18.3% |
| 1Y | +13.5% | +65.1% | -51.6% | -3.6% |
| 3Y | -31.0% | +49.0% | -80.0% | -43.5% |
| 5Y | -63.2% | +30.3% | -93.5% | -69.9% |
| All | +3.2% | +99.4% | -96.2% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling