+105.9%
C vs AVTR
-60.1%
+166.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -2.4% | -3.6% | +1.2% | -1.6% |
| 30D | -6.0% | +0.8% | -6.8% | -6.2% |
| 3M | -10.5% | +17.4% | -27.9% | -13.8% |
| 6M | -5.7% | +83.5% | -89.2% | -19.3% |
| YTD | +4.1% | +35.0% | -30.9% | -4.5% |
| 1Y | +20.5% | +36.7% | -16.2% | +10.0% |
| 3Y | +208.1% | -15.3% | +223.4% | +205.2% |
| All | +105.9% | -60.1% | +166.0% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling