+7.7%
AVTR vs IT
+24.5%
-16.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +3.2% | -3.7% | +6.8% | +4.6% |
| 30D | +0.5% | -3.1% | +3.6% | +0.6% |
| 3M | +12.1% | +6.3% | +5.8% | +7.2% |
| 6M | +91.2% | +24.8% | +66.4% | +66.5% |
| YTD | +36.3% | -24.4% | +60.7% | +45.1% |
| 1Y | +35.2% | -17.1% | +52.3% | +37.9% |
| 3Y | -15.8% | -53.6% | +37.8% | +9.4% |
| 5Y | -58.9% | -42.5% | -16.4% | -53.8% |
| All | +7.7% | +24.5% | -16.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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