-16.5%
AVTR vs THC
+423.7%
-440.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | -1.0% | +5.3% | -6.3% | -1.6% |
| 3M | +12.2% | +7.1% | +5.1% | +11.2% |
| 6M | +97.5% | +46.0% | +51.4% | +88.0% |
| YTD | +35.6% | +43.9% | -8.3% | +28.7% |
| 1Y | +32.8% | +45.4% | -12.6% | +25.5% |
| 3Y | -16.5% | +421.3% | -437.8% | -42.1% |
| All | -16.5% | +423.7% | -440.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling