-24.4%
AVTR vs QS
-62.6%
+38.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | -0.1% |
| 7D | +0.5% | -14.0% | +14.5% | +1.5% |
| 30D | -1.0% | -6.4% | +5.3% | -0.7% |
| 3M | +12.2% | -40.3% | +52.5% | +16.1% |
| 6M | +97.5% | -57.5% | +155.0% | +108.3% |
| YTD | +35.6% | -64.7% | +100.3% | +44.3% |
| 1Y | +32.8% | -72.9% | +105.7% | +43.7% |
| 3Y | -16.5% | -33.5% | +17.0% | -18.2% |
| 5Y | -59.1% | -90.5% | +31.4% | -58.8% |
| All | -24.4% | -62.6% | +38.3% | -18.1% |
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