-64.5%
AVTR vs USFR
+20.4%
-84.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +8.4% | +0.3% | +8.1% | +8.3% |
| 3M | +50.2% | +1.0% | +49.2% | +49.5% |
| 6M | +82.6% | +1.9% | +80.6% | +79.9% |
| YTD | +29.8% | +2.7% | +27.2% | +27.1% |
| 1Y | +16.0% | +4.0% | +12.0% | +12.5% |
| 3Y | -26.4% | +14.0% | -40.5% | -33.7% |
| 5Y | -64.5% | +20.4% | -84.9% | -68.3% |
| All | -64.5% | +20.4% | -84.9% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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