-59.6%
AVTR vs RUN
-85.3%
+25.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +0.5% | -13.5% | +14.0% | +1.9% |
| 30D | -1.0% | +18.3% | -19.3% | -3.1% |
| 3M | +12.2% | -12.5% | +24.7% | +13.1% |
| 6M | +97.5% | -40.3% | +137.8% | +106.0% |
| YTD | +35.6% | -53.1% | +88.7% | +42.6% |
| 1Y | +32.8% | -54.3% | +87.1% | +39.7% |
| 3Y | -16.5% | -6.5% | -10.0% | -29.9% |
| All | -59.6% | -85.3% | +25.7% | -56.8% |
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