+16.0%
AVTR vs REPL
+136.9%
-120.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.5% |
| 7D | +1.6% | -9.6% | +11.1% | +1.4% |
| 30D | +8.4% | +5.7% | +2.7% | +8.5% |
| 3M | +50.2% | +56.4% | -6.2% | +52.0% |
| 6M | +82.6% | +67.4% | +15.1% | +88.1% |
| YTD | +29.8% | +48.7% | -18.8% | +33.7% |
| 1Y | +16.0% | +148.3% | -132.3% | +18.5% |
| All | +16.0% | +136.9% | -120.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling