+3.2%
AVTR vs TENB
+16.3%
-13.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | +2.7% | -9.1% | +11.8% | +5.6% |
| 30D | +12.1% | -4.9% | +16.9% | +12.9% |
| 3M | +57.2% | +16.9% | +40.3% | +46.4% |
| 6M | +73.1% | +68.0% | +5.1% | +41.1% |
| YTD | +30.6% | +45.6% | -14.9% | +10.9% |
| 1Y | +13.5% | +12.7% | +0.8% | +5.3% |
| 3Y | -31.0% | -24.4% | -6.6% | -29.7% |
| 5Y | -63.2% | -26.7% | -36.5% | -64.8% |
| All | +3.2% | +16.3% | -13.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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