+3.2%
AVTR vs Z
-10.5%
+13.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | +2.7% | -3.0% | +5.7% | +3.5% |
| 30D | +12.1% | -4.2% | +16.2% | +13.0% |
| 3M | +57.2% | -3.7% | +61.0% | +57.8% |
| 6M | +73.1% | -24.5% | +97.6% | +84.8% |
| YTD | +30.6% | -49.3% | +79.9% | +54.5% |
| 1Y | +13.5% | -58.7% | +72.2% | +41.2% |
| 3Y | -31.0% | -34.1% | +3.1% | -26.6% |
| 5Y | -63.2% | -64.5% | +1.3% | -57.2% |
| All | +3.2% | -10.5% | +13.8% | -21.2% |
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