-24.6%
AVTR vs Z
-37.5%
+12.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +3.7% |
| 7D | +7.4% | -3.3% | +10.7% | +8.3% |
| 30D | +12.2% | -3.7% | +15.9% | +13.0% |
| 3M | +57.4% | -7.0% | +64.4% | +59.4% |
| 6M | +86.7% | -29.5% | +116.2% | +104.2% |
| YTD | +33.1% | -52.6% | +85.6% | +61.4% |
| 1Y | +16.1% | -64.0% | +80.2% | +50.4% |
| 3Y | -24.6% | -36.4% | +11.8% | -10.7% |
| All | -24.6% | -37.5% | +12.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling