-65.0%
AVTR vs TDY
+39.0%
-104.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | -1.1% | -1.1% | +0.1% | -0.5% |
| 30D | +6.3% | -12.0% | +18.4% | +13.2% |
| 3M | +53.3% | -3.2% | +56.5% | +54.3% |
| 6M | +78.6% | -7.9% | +86.5% | +84.2% |
| YTD | +29.2% | +18.2% | +11.0% | +15.5% |
| 1Y | +13.8% | +6.7% | +7.2% | +7.8% |
| 3Y | -27.4% | +47.5% | -75.0% | -42.7% |
| All | -65.0% | +39.0% | -104.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling