+3.2%
AVTR vs USFR
+22.5%
-19.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +12.1% | +0.3% | +11.8% | +11.9% |
| 3M | +57.2% | +1.0% | +56.2% | +56.3% |
| 6M | +73.1% | +1.9% | +71.1% | +70.7% |
| YTD | +30.6% | +2.6% | +28.0% | +28.2% |
| 1Y | +13.5% | +4.0% | +9.5% | +10.3% |
| 3Y | -31.0% | +14.1% | -45.1% | -38.9% |
| 5Y | -63.2% | +20.4% | -83.7% | -70.0% |
| All | +3.2% | +22.5% | -19.2% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling