+6.7%
AVTR vs FIVE
+90.0%
-83.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | +0.8% | +17.7% | -16.9% | -3.7% |
| 3M | +17.4% | +4.0% | +13.4% | +15.4% |
| 6M | +83.5% | +2.6% | +80.9% | +79.6% |
| YTD | +35.0% | +27.6% | +7.4% | +23.6% |
| 1Y | +36.7% | +59.9% | -23.3% | +17.0% |
| 3Y | -15.3% | +35.8% | -51.1% | -28.7% |
| 5Y | -59.5% | +14.4% | -73.9% | -65.3% |
| All | +6.7% | +90.0% | -83.3% | -35.7% |
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