+7.7%
AVTR vs FTV
+37.8%
-30.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.2% | +3.7% | -0.5% | +1.0% |
| 30D | +0.5% | +16.8% | -16.4% | -8.7% |
| 3M | +12.1% | +10.4% | +1.7% | +5.2% |
| 6M | +91.2% | +12.8% | +78.4% | +74.7% |
| YTD | +36.3% | +23.3% | +13.0% | +17.1% |
| 1Y | +35.2% | +31.0% | +4.3% | +11.8% |
| 3Y | -15.8% | +38.6% | -54.4% | -33.8% |
| 5Y | -58.9% | +17.6% | -76.5% | -65.0% |
| All | +7.7% | +37.8% | -30.1% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling