-100.0%
AVTX vs VT
+227.7%
-327.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -1.7% |
| 7D | -10.9% | -4.2% | -6.7% | -6.5% |
| 30D | -51.2% | -5.8% | -45.4% | -47.3% |
| 3M | -64.8% | -5.2% | -59.6% | -62.3% |
| 6M | -59.2% | +0.1% | -59.4% | -58.8% |
| YTD | -63.5% | +8.2% | -71.7% | -66.3% |
| 1Y | -59.7% | +10.1% | -69.8% | -63.5% |
| 3Y | -73.2% | +69.7% | -142.8% | -84.7% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| 10Y | -99.9% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +227.7% | -327.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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