-64.8%
AVTR vs RUN
-81.3%
+16.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -2.0% | -3.4% | +1.3% | -1.7% |
| 30D | +8.1% | -14.0% | +22.0% | +9.7% |
| 3M | +54.2% | -27.5% | +81.7% | +58.6% |
| 6M | +82.6% | -29.0% | +111.5% | +87.1% |
| YTD | +29.8% | -53.1% | +82.9% | +37.2% |
| 1Y | +18.0% | -46.7% | +64.7% | +21.9% |
| 3Y | -26.4% | -38.3% | +11.9% | -34.3% |
| 5Y | -64.8% | -80.7% | +15.8% | -65.8% |
| All | -64.8% | -81.3% | +16.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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