+7.2%
AVTR vs FND
+16.9%
-9.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +0.5% | -6.8% | +7.3% | +3.0% |
| 30D | -1.0% | +8.0% | -9.0% | -4.3% |
| 3M | +12.2% | -18.9% | +31.1% | +19.7% |
| 6M | +97.5% | +4.7% | +92.8% | +89.7% |
| YTD | +35.6% | -21.6% | +57.2% | +43.3% |
| 1Y | +32.8% | -22.0% | +54.8% | +40.6% |
| 3Y | -16.5% | -40.4% | +23.9% | -6.2% |
| 5Y | -59.1% | -63.8% | +4.7% | -48.1% |
| All | +7.2% | +16.9% | -9.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling