+142.0%
C vs AVTR
+5.8%
+136.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.9% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -5.2% | -0.6% | -4.5% | -5.1% |
| 3M | -9.1% | +13.4% | -22.5% | -12.8% |
| 6M | -1.6% | +87.4% | -88.9% | -20.9% |
| YTD | +6.9% | +35.9% | -28.9% | -5.2% |
| 1Y | +23.0% | +35.4% | -12.4% | +8.7% |
| 3Y | +216.1% | -16.1% | +232.3% | +208.6% |
| 5Y | +112.2% | -59.4% | +171.6% | +164.5% |
| All | +142.0% | +5.8% | +136.3% | +75.8% |
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