+141.5%
C vs AVTR
+8.1%
+133.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.4% | +1.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.4% |
| 30D | -5.4% | +1.5% | -6.9% | -5.9% |
| 3M | -9.2% | +17.1% | -26.2% | -13.7% |
| 6M | -1.8% | +91.5% | -93.3% | -21.6% |
| YTD | +6.7% | +38.8% | -32.1% | -6.1% |
| 1Y | +23.5% | +37.7% | -14.2% | +8.7% |
| 3Y | +219.8% | -13.5% | +233.3% | +209.1% |
| 5Y | +112.4% | -59.3% | +171.7% | +165.3% |
| All | +141.5% | +8.1% | +133.4% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling