+338.6%
B vs AVTR
+1.7%
+336.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -1.6% | +2.7% | -4.3% | -1.9% |
| 30D | +9.4% | +12.1% | -2.6% | +7.9% |
| 3M | +5.0% | +57.2% | -52.3% | -1.3% |
| 6M | -3.5% | +73.1% | -76.6% | -10.7% |
| YTD | +4.5% | +30.6% | -26.2% | -0.1% |
| 1Y | +67.8% | +13.5% | +54.3% | +61.8% |
| 3Y | +196.7% | -31.0% | +227.7% | +202.5% |
| 5Y | +151.9% | -63.2% | +215.2% | +175.0% |
| All | +338.6% | +1.7% | +336.9% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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