-63.5%
AVTR vs S
-72.3%
+8.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.3% |
| 7D | +7.4% | -5.8% | +13.2% | +8.5% |
| 30D | +12.2% | -9.2% | +21.4% | +13.7% |
| 3M | +57.4% | +23.4% | +34.0% | +50.7% |
| 6M | +86.7% | +36.9% | +49.7% | +74.2% |
| YTD | +33.1% | +29.5% | +3.5% | +25.1% |
| 1Y | +16.1% | +5.4% | +10.7% | +13.1% |
| 3Y | -24.6% | +14.7% | -39.3% | -30.3% |
| 5Y | -63.5% | -71.5% | +8.0% | -60.3% |
| All | -63.5% | -72.3% | +8.8% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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