+2.1%
AVTR vs TDY
+151.5%
-149.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.2% |
| 7D | -1.1% | -1.1% | +0.1% | -0.4% |
| 30D | +6.3% | -12.0% | +18.4% | +14.2% |
| 3M | +53.3% | -3.2% | +56.5% | +54.6% |
| 6M | +78.6% | -7.9% | +86.5% | +85.0% |
| YTD | +29.2% | +18.2% | +11.0% | +14.5% |
| 1Y | +13.8% | +6.7% | +7.2% | +7.5% |
| 3Y | -27.4% | +47.5% | -75.0% | -44.3% |
| 5Y | -65.0% | +39.5% | -104.5% | -72.9% |
| All | +2.1% | +151.5% | -149.4% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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