+3.2%
AVTR vs IAG
+681.7%
-678.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +12.1% | +28.9% | -16.8% | +9.7% |
| 3M | +57.2% | +19.1% | +38.1% | +54.6% |
| 6M | +73.1% | -10.3% | +83.3% | +73.3% |
| YTD | +30.6% | +24.2% | +6.4% | +26.9% |
| 1Y | +13.5% | +116.5% | -103.0% | +5.2% |
| 3Y | -31.0% | +742.8% | -773.8% | -45.1% |
| 5Y | -63.2% | +753.3% | -816.6% | -72.2% |
| All | +3.2% | +681.7% | -678.4% | -18.5% |
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