+73.3%
D vs AVTR
-15.6%
+88.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | +3.0% | -3.6% | +6.6% | +3.1% |
| 30D | +11.5% | +0.8% | +10.7% | +11.4% |
| 3M | +3.7% | +17.4% | -13.6% | +3.0% |
| 6M | +13.5% | +83.5% | -70.0% | +10.4% |
| YTD | +20.7% | +35.0% | -14.3% | +19.2% |
| 1Y | +18.2% | +36.7% | -18.4% | +16.6% |
| 3Y | +73.3% | -15.3% | +88.6% | +69.0% |
| All | +73.3% | -15.6% | +88.9% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling