-27.5%
DOW vs AVTR
-58.9%
+31.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.2% | +0.5% | +4.8% | +5.1% |
| 30D | +13.2% | -1.0% | +14.2% | +13.3% |
| 3M | +10.1% | +12.2% | -2.1% | +6.7% |
| 6M | -13.1% | +97.5% | -110.5% | -28.0% |
| YTD | +46.1% | +35.6% | +10.5% | +33.5% |
| 1Y | +50.0% | +32.8% | +17.2% | +37.8% |
| 3Y | -20.2% | -16.5% | -3.7% | -21.2% |
| All | -27.5% | -58.9% | +31.4% | -22.6% |
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