+5.2%
AVTR vs REPL
-1.4%
+6.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | +7.4% | -5.7% | +13.1% | +7.6% |
| 30D | +12.2% | +22.5% | -10.3% | +11.5% |
| 3M | +57.4% | +64.7% | -7.3% | +52.7% |
| 6M | +86.7% | +83.0% | +3.6% | +74.4% |
| YTD | +33.1% | +52.0% | -18.9% | +25.2% |
| 1Y | +16.1% | +144.5% | -128.4% | +3.6% |
| 3Y | -24.6% | -25.1% | +0.4% | -35.5% |
| 5Y | -63.5% | -52.9% | -10.6% | -68.2% |
| All | +5.2% | -1.4% | +6.6% | -29.6% |
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