+62.1%
D vs AVTR
-31.1%
+93.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.5% | +2.7% | -1.2% | +1.3% |
| 30D | -2.6% | +12.1% | -14.6% | -3.1% |
| 3M | 0.0% | +57.2% | -57.2% | -2.4% |
| 6M | +7.4% | +73.1% | -65.7% | +4.1% |
| YTD | +15.9% | +30.6% | -14.8% | +14.3% |
| 1Y | +18.1% | +13.5% | +4.6% | +17.2% |
| All | +62.1% | -31.1% | +93.2% | +61.4% |
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 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