-15.3%
AVTR vs REPL
+48.4%
-63.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.0% | -5.8% | +2.2% |
| 7D | -3.6% | +22.8% | -26.4% | -3.5% |
| 30D | +0.8% | +63.8% | -63.0% | +1.1% |
| 3M | +17.4% | +68.1% | -50.7% | +17.8% |
| 6M | +83.5% | +528.5% | -445.0% | +84.6% |
| YTD | +35.0% | +122.4% | -87.4% | +36.5% |
| 1Y | +36.7% | +154.4% | -117.7% | +38.0% |
| 3Y | -15.3% | +68.0% | -83.3% | -17.2% |
| All | -15.3% | +48.4% | -63.7% | -17.2% |
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