+3.2%
AVTR vs FLR
+99.2%
-96.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +2.7% | +5.4% | -2.8% | +1.4% |
| 30D | +12.1% | +11.4% | +0.7% | +8.8% |
| 3M | +57.2% | +11.4% | +45.8% | +51.8% |
| 6M | +73.1% | +16.6% | +56.4% | +64.0% |
| YTD | +30.6% | +41.7% | -11.1% | +18.2% |
| 1Y | +13.5% | +35.4% | -21.9% | +3.4% |
| 3Y | -31.0% | +57.3% | -88.3% | -41.1% |
| 5Y | -63.2% | +241.0% | -304.2% | -74.5% |
| All | +3.2% | +99.2% | -96.0% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling