+3.2%
AVTR vs FND
+22.9%
-19.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -2.1% |
| 7D | +2.7% | -5.2% | +7.9% | +4.6% |
| 30D | +12.1% | -19.9% | +31.9% | +21.0% |
| 3M | +57.2% | +2.7% | +54.5% | +53.7% |
| 6M | +73.1% | -21.7% | +94.7% | +85.4% |
| YTD | +30.6% | -17.5% | +48.1% | +36.8% |
| 1Y | +13.5% | -39.3% | +52.8% | +32.9% |
| 3Y | -31.0% | -49.8% | +18.8% | -17.2% |
| 5Y | -63.2% | -60.1% | -3.2% | -54.8% |
| All | +3.2% | +22.9% | -19.7% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling