+7.7%
AVTR vs REPL
+46.7%
-39.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +3.2% | +9.8% | -6.6% | +2.9% |
| 30D | +0.5% | +81.5% | -81.1% | -1.4% |
| 3M | +12.1% | +44.2% | -32.1% | +10.7% |
| 6M | +91.2% | +437.4% | -346.2% | +75.5% |
| YTD | +36.3% | +126.1% | -89.8% | +26.6% |
| 1Y | +35.2% | +143.1% | -107.9% | +25.0% |
| 3Y | -15.8% | +97.8% | -113.7% | -34.0% |
| 5Y | -58.9% | -34.3% | -24.7% | -64.3% |
| All | +7.7% | +46.7% | -39.0% | -28.8% |
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