+5.2%
AVTR vs QSR
+49.7%
-44.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.2% | +2.9% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | +12.2% | +5.9% | +6.3% | +9.2% |
| 3M | +57.4% | +10.5% | +46.9% | +50.2% |
| 6M | +86.7% | +7.7% | +79.0% | +78.9% |
| YTD | +33.1% | +16.8% | +16.3% | +22.4% |
| 1Y | +16.1% | +30.9% | -14.7% | +1.0% |
| 3Y | -24.6% | +28.2% | -52.8% | -35.1% |
| 5Y | -63.5% | +45.0% | -108.5% | -71.0% |
| All | +5.2% | +49.7% | -44.5% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling