+2.1%
AVTR vs QSR
+47.2%
-45.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -1.1% | -4.0% | +2.9% | +0.8% |
| 30D | +6.3% | +2.8% | +3.6% | +4.9% |
| 3M | +53.3% | +5.1% | +48.2% | +49.7% |
| 6M | +78.6% | +8.8% | +69.8% | +70.4% |
| YTD | +29.2% | +14.8% | +14.4% | +19.8% |
| 1Y | +13.8% | +25.7% | -11.9% | +0.9% |
| 3Y | -27.4% | +27.5% | -55.0% | -37.4% |
| 5Y | -65.0% | +41.3% | -106.3% | -71.8% |
| All | +2.1% | +47.2% | -45.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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