-27.9%
AVTR vs QS
-46.4%
+18.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -1.1% | -3.6% | +2.6% | -0.8% |
| 30D | +6.3% | -17.2% | +23.6% | +7.7% |
| 3M | +53.3% | -27.0% | +80.3% | +56.1% |
| 6M | +78.6% | -24.6% | +103.2% | +81.0% |
| YTD | +29.2% | -49.3% | +78.6% | +34.3% |
| 1Y | +13.8% | -40.3% | +54.2% | +16.1% |
| 3Y | -27.4% | -23.8% | -3.6% | -29.9% |
| 5Y | -65.0% | -75.0% | +9.9% | -65.8% |
| All | -27.9% | -46.4% | +18.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling