+13.2%
AVTR vs PSKY
-82.6%
+95.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +6.9% | +2.3% |
| 7D | +4.8% | -24.6% | +29.3% | +6.1% |
| 30D | +8.3% | -36.1% | +44.4% | +10.6% |
| 3M | +106.0% | -36.0% | +142.0% | +108.4% |
| 6M | +98.8% | -40.5% | +139.3% | +103.1% |
| YTD | +43.3% | -47.7% | +91.0% | +48.1% |
| 1Y | +12.7% | -58.4% | +71.1% | +20.1% |
| 3Y | -23.9% | -40.7% | +16.8% | -27.1% |
| 5Y | -57.2% | -80.0% | +22.8% | -52.4% |
| All | +13.2% | -82.6% | +95.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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