+7.8%
D vs AVTR
-64.3%
+72.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.5% | +2.7% | -1.2% | +1.2% |
| 30D | -2.6% | +12.1% | -14.6% | -3.5% |
| 3M | 0.0% | +57.2% | -57.2% | -3.7% |
| 6M | +7.4% | +73.1% | -65.7% | +2.4% |
| YTD | +15.9% | +30.6% | -14.8% | +13.1% |
| 1Y | +18.1% | +13.5% | +4.6% | +16.2% |
| 3Y | +58.4% | -31.0% | +89.4% | +62.0% |
| All | +7.8% | -64.3% | +72.1% | +10.9% |
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