+3.2%
AVTR vs FTV
+15.7%
-12.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | +2.7% | -4.5% | +7.2% | +5.6% |
| 30D | +12.1% | -7.1% | +19.1% | +17.1% |
| 3M | +57.2% | -7.2% | +64.4% | +62.5% |
| 6M | +73.1% | -1.5% | +74.6% | +71.6% |
| YTD | +30.6% | +3.5% | +27.2% | +25.2% |
| 1Y | +13.5% | +20.3% | -6.9% | -1.6% |
| 3Y | -31.0% | -3.1% | -27.9% | -32.3% |
| 5Y | -63.2% | +2.3% | -65.6% | -65.9% |
| All | +3.2% | +15.7% | -12.4% | -24.4% |
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