+7.7%
AVTR vs FLR
+75.7%
-68.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +3.2% | +10.1% | -6.9% | +0.9% |
| 30D | +0.5% | -0.5% | +0.9% | +0.4% |
| 3M | +12.1% | -4.8% | +17.0% | +12.9% |
| 6M | +91.2% | +10.7% | +80.5% | +83.8% |
| YTD | +36.3% | +25.0% | +11.3% | +26.4% |
| 1Y | +35.2% | +8.3% | +27.0% | +29.4% |
| 3Y | -15.8% | +36.8% | -52.7% | -26.0% |
| 5Y | -58.9% | +121.8% | -180.7% | -68.5% |
| All | +7.7% | +75.7% | -68.0% | -38.3% |
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