+3.2%
AVTR vs IT
+21.6%
-18.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.4% |
| 7D | +2.7% | -6.0% | +8.7% | +5.2% |
| 30D | +12.1% | 0.0% | +12.0% | +11.7% |
| 3M | +57.2% | +13.1% | +44.2% | +46.3% |
| 6M | +73.1% | +11.7% | +61.4% | +60.0% |
| YTD | +30.6% | -26.1% | +56.7% | +43.0% |
| 1Y | +13.5% | -21.3% | +34.7% | +19.6% |
| 3Y | -31.0% | -46.7% | +15.7% | -15.9% |
| 5Y | -63.2% | -40.5% | -22.7% | -58.8% |
| All | +3.2% | +21.6% | -18.3% | -37.6% |
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