-65.0%
AVTR vs SHAK
-22.8%
-42.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.1% |
| 7D | -1.1% | -8.3% | +7.2% | +0.5% |
| 30D | +6.3% | -12.6% | +19.0% | +9.0% |
| 3M | +53.3% | +9.1% | +44.2% | +50.0% |
| 6M | +78.6% | -31.2% | +109.9% | +88.3% |
| YTD | +29.2% | -21.6% | +50.8% | +32.3% |
| 1Y | +13.8% | -38.8% | +52.6% | +22.1% |
| 3Y | -27.4% | +0.6% | -28.1% | -30.8% |
| All | -65.0% | -22.8% | -42.2% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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