+2.6%
AVTR vs TDY
+148.0%
-145.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.5% |
| 7D | +1.6% | -1.8% | +3.4% | +2.7% |
| 30D | +8.4% | -13.8% | +22.1% | +17.8% |
| 3M | +50.2% | -3.9% | +54.0% | +52.0% |
| 6M | +82.6% | -9.0% | +91.6% | +90.4% |
| YTD | +29.8% | +16.5% | +13.3% | +16.0% |
| 1Y | +16.0% | +9.3% | +6.7% | +7.9% |
| 3Y | -26.4% | +45.1% | -71.5% | -43.0% |
| 5Y | -64.5% | +35.0% | -99.4% | -71.9% |
| All | +2.6% | +148.0% | -145.3% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling