+169.2%
C vs AVTR
+3.6%
+165.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | +3.2% | +7.4% | -4.2% | +1.0% |
| 30D | +1.3% | +12.2% | -10.9% | -2.3% |
| 3M | +3.1% | +57.4% | -54.3% | -11.8% |
| 6M | +29.6% | +86.7% | -57.0% | +4.3% |
| YTD | +19.0% | +33.1% | -14.1% | +6.3% |
| 1Y | +45.6% | +16.1% | +29.5% | +32.6% |
| 3Y | +269.3% | -24.6% | +293.9% | +274.8% |
| 5Y | +131.6% | -63.5% | +195.1% | +200.5% |
| All | +169.2% | +3.6% | +165.6% | +97.2% |
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