+3.2%
AVTR vs TRU
+28.3%
-25.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | +1.4% |
| 7D | +2.7% | -6.8% | +9.4% | +6.0% |
| 30D | +12.1% | 0.0% | +12.0% | +11.9% |
| 3M | +57.2% | +13.3% | +43.9% | +47.0% |
| 6M | +73.1% | +3.4% | +69.6% | +68.1% |
| YTD | +30.6% | -6.4% | +37.0% | +31.9% |
| 1Y | +13.5% | -9.7% | +23.2% | +16.2% |
| 3Y | -31.0% | +0.1% | -31.2% | -35.8% |
| 5Y | -63.2% | -34.0% | -29.2% | -57.8% |
| All | +3.2% | +28.3% | -25.0% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling