-64.4%
AVTR vs REPL
-54.3%
-10.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +2.7% | -3.0% | +5.6% | +2.7% |
| 30D | +12.1% | +27.1% | -15.1% | +11.7% |
| 3M | +57.2% | +52.4% | +4.9% | +55.9% |
| 6M | +73.1% | +107.4% | -34.4% | +68.3% |
| YTD | +30.6% | +54.7% | -24.1% | +27.9% |
| 1Y | +13.5% | +158.9% | -145.4% | +7.8% |
| 3Y | -31.0% | -23.7% | -7.3% | -34.7% |
| All | -64.4% | -54.3% | -10.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling