+6.7%
AVTR vs Z
-23.6%
+30.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.8% |
| 7D | -3.6% | -4.6% | +0.9% | -2.8% |
| 30D | +0.8% | +8.3% | -7.5% | -2.1% |
| 3M | +17.4% | -11.6% | +29.0% | +19.5% |
| 6M | +83.5% | -33.6% | +117.2% | +100.7% |
| YTD | +35.0% | -56.7% | +91.7% | +64.5% |
| 1Y | +36.7% | -59.1% | +95.8% | +68.6% |
| 3Y | -15.3% | -20.4% | +5.0% | -14.8% |
| 5Y | -59.5% | -55.3% | -4.2% | -55.7% |
| All | +6.7% | -23.6% | +30.3% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling