-64.8%
AVTR vs TRU
-36.7%
-28.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.0% | -9.4% | +7.3% | +2.0% |
| 30D | +8.1% | -4.1% | +12.2% | +9.8% |
| 3M | +54.2% | +13.6% | +40.6% | +45.1% |
| 6M | +82.6% | +3.6% | +79.0% | +77.9% |
| YTD | +29.8% | -9.8% | +39.7% | +33.2% |
| 1Y | +18.0% | -13.6% | +31.6% | +23.0% |
| 3Y | -26.4% | -2.0% | -24.5% | -29.2% |
| 5Y | -64.8% | -35.8% | -29.0% | -58.6% |
| All | -64.8% | -36.7% | -28.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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