-27.1%
AVTR vs VICR
+178.2%
-205.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | +8.1% | -15.6% | +23.6% | +9.0% |
| 3M | +54.2% | -35.4% | +89.6% | +57.3% |
| 6M | +82.6% | +1.3% | +81.3% | +74.0% |
| YTD | +29.8% | +62.5% | -32.6% | +16.0% |
| 1Y | +18.0% | +255.5% | -237.5% | -6.0% |
| All | -27.1% | +178.2% | -205.3% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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