-24.6%
AVTR vs TAP
-31.5%
+6.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +3.3% |
| 7D | +7.4% | -2.3% | +9.7% | +8.2% |
| 30D | +12.2% | -9.4% | +21.6% | +15.9% |
| 3M | +57.4% | -0.8% | +58.2% | +57.1% |
| 6M | +86.7% | -14.7% | +101.4% | +96.7% |
| YTD | +33.1% | -13.9% | +47.0% | +38.1% |
| 1Y | +16.1% | -18.6% | +34.8% | +23.1% |
| 3Y | -24.6% | -32.0% | +7.4% | -18.3% |
| All | -24.6% | -31.5% | +6.9% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling