+3.2%
AVTR vs RUN
-43.4%
+46.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | +12.1% | -15.3% | +27.3% | +14.4% |
| 3M | +57.2% | -40.0% | +97.3% | +67.4% |
| 6M | +73.1% | -27.0% | +100.0% | +77.9% |
| YTD | +30.6% | -51.7% | +82.3% | +39.8% |
| 1Y | +13.5% | -45.9% | +59.4% | +18.0% |
| 3Y | -31.0% | -43.8% | +12.8% | -39.7% |
| 5Y | -63.2% | -80.5% | +17.2% | -64.5% |
| All | +3.2% | -43.4% | +46.7% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling