-63.5%
AVTR vs Z
-67.0%
+3.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +3.4% |
| 7D | +7.4% | -3.3% | +10.7% | +8.2% |
| 30D | +12.2% | -3.7% | +15.9% | +12.9% |
| 3M | +57.4% | -7.0% | +64.4% | +59.1% |
| 6M | +86.7% | -29.5% | +116.2% | +101.0% |
| YTD | +33.1% | -52.6% | +85.6% | +56.4% |
| 1Y | +16.1% | -64.0% | +80.2% | +44.6% |
| 3Y | -24.6% | -36.4% | +11.8% | -18.4% |
| 5Y | -63.5% | -65.8% | +2.3% | -60.5% |
| All | -63.5% | -67.0% | +3.5% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling