+2.6%
AVTR vs FTV
+13.4%
-10.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.7% |
| 7D | +1.6% | -1.3% | +2.8% | +2.4% |
| 30D | +8.4% | -9.5% | +17.9% | +15.0% |
| 3M | +50.2% | -10.9% | +61.1% | +59.2% |
| 6M | +82.6% | -0.6% | +83.2% | +79.9% |
| YTD | +29.8% | +1.4% | +28.4% | +26.0% |
| 1Y | +16.0% | +17.6% | -1.7% | +1.9% |
| 3Y | -26.4% | -3.3% | -23.2% | -27.8% |
| 5Y | -64.5% | -0.1% | -64.3% | -66.5% |
| All | +2.6% | +13.4% | -10.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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