-64.8%
AVTR vs FLR
+238.5%
-303.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.7% | -1.7% |
| 7D | +1.6% | -3.1% | +4.7% | +2.3% |
| 30D | +8.4% | +4.9% | +3.4% | +7.1% |
| 3M | +50.2% | +10.8% | +39.3% | +45.2% |
| 6M | +82.6% | +19.7% | +62.9% | +71.9% |
| YTD | +29.8% | +38.4% | -8.5% | +18.0% |
| 1Y | +16.0% | +34.7% | -18.7% | +5.7% |
| 3Y | -26.4% | +56.7% | -83.1% | -36.6% |
| All | -64.8% | +238.5% | -303.3% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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