-56.2%
AVTR vs S
-49.1%
-7.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | -0.6% | -10.8% | +10.2% | +1.0% |
| 3M | +13.4% | +5.4% | +8.0% | +11.4% |
| 6M | +87.4% | +41.2% | +46.1% | +74.3% |
| YTD | +35.9% | +56.2% | -20.3% | +23.4% |
| 1Y | +35.4% | +36.3% | -0.9% | +25.6% |
| 3Y | -16.1% | +49.4% | -65.5% | -25.6% |
| 5Y | -59.4% | -66.9% | +7.5% | -59.5% |
| All | -56.2% | -49.1% | -7.1% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling