-64.8%
AVTR vs QS
-75.8%
+11.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.0% | -5.0% | +2.9% | -1.4% |
| 30D | +8.1% | -18.3% | +26.4% | +10.7% |
| 3M | +54.2% | -26.0% | +80.2% | +58.8% |
| 6M | +82.6% | -24.0% | +106.6% | +86.3% |
| YTD | +29.8% | -50.3% | +80.1% | +39.0% |
| 1Y | +18.0% | -38.0% | +56.0% | +20.9% |
| 3Y | -26.4% | -24.6% | -1.8% | -32.2% |
| 5Y | -64.8% | -75.4% | +10.6% | -66.2% |
| All | -64.8% | -75.8% | +11.0% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling