+2.6%
AVTR vs IFF
-25.2%
+27.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | -2.8% | +0.7% | -1.0% |
| 30D | +8.1% | -1.1% | +9.2% | +8.5% |
| 3M | +54.2% | +13.8% | +40.4% | +45.8% |
| 6M | +82.6% | +16.7% | +65.9% | +69.5% |
| YTD | +29.8% | +26.1% | +3.7% | +16.4% |
| 1Y | +18.0% | +33.5% | -15.5% | +3.7% |
| 3Y | -26.4% | +31.6% | -58.0% | -35.6% |
| 5Y | -64.8% | -34.9% | -30.0% | -61.4% |
| All | +2.6% | -25.2% | +27.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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