+2.6%
AVTR vs GNRC
+229.6%
-227.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.9% |
| 7D | +1.6% | +3.2% | -1.6% | +0.7% |
| 30D | +8.4% | -9.5% | +17.9% | +11.2% |
| 3M | +50.2% | -28.5% | +78.7% | +62.5% |
| 6M | +82.6% | -10.0% | +92.5% | +82.6% |
| YTD | +29.8% | +36.7% | -6.9% | +11.7% |
| 1Y | +16.0% | +2.6% | +13.4% | +9.1% |
| 3Y | -26.4% | +61.9% | -88.3% | -42.1% |
| 5Y | -64.5% | -59.0% | -5.4% | -58.3% |
| All | +2.6% | +229.6% | -227.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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