+17.1%
D vs AVTR
+34.2%
-17.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +10.9% | -0.6% | +11.6% | +10.9% |
| 3M | +2.8% | +13.4% | -10.6% | +3.2% |
| 6M | +12.7% | +87.4% | -74.7% | +16.1% |
| YTD | +20.3% | +35.9% | -15.5% | +22.3% |
| 1Y | +17.1% | +35.4% | -18.3% | +19.4% |
| All | +17.1% | +34.2% | -17.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling