-59.3%
AVTR vs TAP
+2.3%
-61.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +1.9% | -7.8% | +9.7% | +3.9% |
| 30D | +1.5% | +7.1% | -5.6% | -0.7% |
| 3M | +17.1% | -7.0% | +24.1% | +18.7% |
| 6M | +91.5% | -3.8% | +95.3% | +92.0% |
| YTD | +38.8% | -11.7% | +50.5% | +41.5% |
| 1Y | +37.7% | -10.1% | +47.9% | +39.6% |
| 3Y | -13.5% | -23.7% | +10.2% | -8.9% |
| 5Y | -59.3% | +2.9% | -62.2% | -58.6% |
| All | -59.3% | +2.3% | -61.6% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling