-27.2%
AVTR vs QS
-44.4%
+17.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +2.7% | -2.3% | +5.0% | +2.8% |
| 30D | +12.1% | -0.7% | +12.8% | +12.1% |
| 3M | +57.2% | -39.6% | +96.9% | +62.2% |
| 6M | +73.1% | -21.7% | +94.8% | +74.9% |
| YTD | +30.6% | -47.4% | +78.0% | +35.4% |
| 1Y | +13.5% | -28.4% | +41.9% | +14.2% |
| 3Y | -31.0% | -22.6% | -8.4% | -33.4% |
| 5Y | -63.2% | -75.6% | +12.4% | -64.1% |
| All | -27.2% | -44.4% | +17.2% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling