+9.7%
AVTR vs REPL
+48.6%
-38.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.1% | +2.8% |
| 7D | +1.9% | +14.2% | -12.3% | +1.5% |
| 30D | +1.5% | +65.9% | -64.3% | 0.0% |
| 3M | +17.1% | +84.6% | -67.5% | +14.8% |
| 6M | +91.5% | +446.9% | -355.5% | +75.6% |
| YTD | +38.8% | +129.0% | -90.2% | +28.9% |
| 1Y | +37.7% | +167.9% | -130.1% | +26.7% |
| 3Y | -13.5% | +93.9% | -107.4% | -31.8% |
| 5Y | -59.3% | -33.0% | -26.3% | -64.6% |
| All | +9.7% | +48.6% | -38.9% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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