+2.6%
AVTR vs TAP
-18.3%
+21.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.0% | -5.3% | +3.2% | -0.8% |
| 30D | +8.1% | -7.4% | +15.4% | +10.0% |
| 3M | +54.2% | -4.9% | +59.1% | +55.8% |
| 6M | +82.6% | -14.2% | +96.8% | +88.9% |
| YTD | +29.8% | -14.8% | +44.7% | +34.0% |
| 1Y | +18.0% | -18.1% | +36.1% | +23.1% |
| 3Y | -26.4% | -32.7% | +6.3% | -20.3% |
| 5Y | -64.8% | -0.5% | -64.4% | -65.6% |
| All | +2.6% | -18.3% | +21.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling