-64.8%
AVTR vs IAG
+796.9%
-861.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -2.0% | -4.1% | +2.0% | -1.7% |
| 30D | +8.1% | +10.6% | -2.6% | +7.2% |
| 3M | +54.2% | +35.4% | +18.8% | +50.5% |
| 6M | +82.6% | -9.5% | +92.1% | +82.5% |
| YTD | +29.8% | +21.8% | +8.0% | +26.8% |
| 1Y | +18.0% | +84.1% | -66.1% | +11.7% |
| 3Y | -26.4% | +817.4% | -843.8% | -40.7% |
| 5Y | -64.8% | +830.1% | -894.9% | -71.4% |
| All | -64.8% | +796.9% | -861.7% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling