+7.4%
AVTR vs TAP
-15.1%
+22.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | -0.1% | -4.5% | +4.4% | +0.9% |
| 30D | -0.6% | +7.5% | -8.1% | -2.7% |
| 3M | +13.4% | -4.9% | +18.3% | +14.3% |
| 6M | +87.4% | -3.5% | +90.9% | +87.7% |
| YTD | +35.9% | -11.4% | +47.3% | +38.3% |
| 1Y | +35.4% | -10.8% | +46.2% | +37.5% |
| 3Y | -16.1% | -24.5% | +8.4% | -11.6% |
| 5Y | -59.4% | +2.5% | -61.8% | -60.6% |
| All | +7.4% | -15.1% | +22.5% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling