+9.7%
AVTR vs HAS
+61.6%
-51.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.2% |
| 7D | +1.9% | +2.2% | -0.2% | +1.2% |
| 30D | +1.5% | +29.6% | -28.0% | -7.6% |
| 3M | +17.1% | +30.3% | -13.2% | +6.2% |
| 6M | +91.5% | +25.6% | +65.8% | +75.0% |
| YTD | +38.8% | +50.8% | -12.0% | +17.7% |
| 1Y | +37.7% | +63.0% | -25.3% | +13.5% |
| 3Y | -13.5% | +211.6% | -225.1% | -44.6% |
| 5Y | -59.3% | +50.4% | -109.7% | -67.0% |
| All | +9.7% | +61.6% | -51.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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