+21.4%
D vs AVTR
+3.6%
+17.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | +0.8% | +7.4% | -6.6% | 0.0% |
| 30D | -0.7% | +12.2% | -13.0% | -2.0% |
| 3M | +2.1% | +57.4% | -55.3% | -3.2% |
| 6M | +6.8% | +86.7% | -79.8% | -1.0% |
| YTD | +16.5% | +33.1% | -16.5% | +12.1% |
| 1Y | +19.2% | +16.1% | +3.0% | +15.6% |
| 3Y | +61.9% | -24.6% | +86.5% | +63.2% |
| 5Y | +6.5% | -63.5% | +70.0% | +17.1% |
| All | +21.4% | +3.6% | +17.8% | +11.7% |
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 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