+5.2%
AVTR vs VICR
+488.0%
-482.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +1.5% |
| 7D | +7.4% | +9.8% | -2.5% | +5.8% |
| 30D | +12.2% | -12.6% | +24.8% | +13.9% |
| 3M | +57.4% | -29.7% | +87.1% | +62.1% |
| 6M | +86.7% | +18.8% | +67.8% | +69.5% |
| YTD | +33.1% | +76.4% | -43.3% | +10.7% |
| 1Y | +16.1% | +282.4% | -266.2% | -18.6% |
| 3Y | -24.6% | +206.2% | -230.8% | -49.0% |
| 5Y | -63.5% | +53.9% | -117.4% | -73.1% |
| All | +5.2% | +488.0% | -482.8% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling