+7.4%
AVTR vs Z
-25.0%
+32.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.7% |
| 7D | -0.1% | -6.5% | +6.3% | +1.3% |
| 30D | -0.6% | -0.1% | -0.5% | -1.4% |
| 3M | +13.4% | -14.1% | +27.5% | +16.4% |
| 6M | +87.4% | -30.1% | +117.4% | +102.1% |
| YTD | +35.9% | -57.5% | +93.4% | +66.4% |
| 1Y | +35.4% | -60.3% | +95.7% | +68.3% |
| 3Y | -16.1% | -21.0% | +4.9% | -15.4% |
| 5Y | -59.4% | -54.9% | -4.5% | -55.7% |
| All | +7.4% | -25.0% | +32.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling