+7.2%
AVTR vs IAG
+561.1%
-553.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +0.5% | -7.7% | +8.1% | +1.1% |
| 30D | -1.0% | +1.6% | -2.6% | -1.3% |
| 3M | +12.2% | -2.4% | +14.6% | +12.1% |
| 6M | +97.5% | -7.8% | +105.3% | +97.6% |
| YTD | +35.6% | +5.0% | +30.6% | +33.3% |
| 1Y | +32.8% | +25.7% | +7.1% | +28.6% |
| 3Y | -16.5% | +694.5% | -711.0% | -33.4% |
| 5Y | -59.1% | +421.7% | -480.8% | -67.7% |
| All | +7.2% | +561.1% | -553.9% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling