+7.2%
AVTR vs FTV
+38.0%
-30.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +0.5% | +3.9% | -3.4% | -1.8% |
| 30D | -1.0% | +18.7% | -19.7% | -10.9% |
| 3M | +12.2% | +10.0% | +2.2% | +5.4% |
| 6M | +97.5% | +14.6% | +82.9% | +78.6% |
| YTD | +35.6% | +23.4% | +12.2% | +16.4% |
| 1Y | +32.8% | +31.3% | +1.5% | +9.7% |
| 3Y | -16.5% | +39.8% | -56.3% | -34.7% |
| 5Y | -59.1% | +17.7% | -76.8% | -65.2% |
| All | +7.2% | +38.0% | -30.8% | -29.8% |
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