-27.7%
AVTR vs REPL
-25.2%
-2.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.5% |
| 7D | +2.7% | -3.0% | +5.6% | +2.7% |
| 30D | +12.1% | +27.1% | -15.1% | +12.2% |
| 3M | +57.2% | +52.4% | +4.9% | +57.9% |
| 6M | +73.1% | +107.4% | -34.4% | +74.2% |
| YTD | +30.6% | +54.7% | -24.1% | +31.7% |
| 1Y | +13.5% | +158.9% | -145.4% | +13.4% |
| All | -27.7% | -25.2% | -2.4% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling