-35.9%
DOW vs AVTR
-64.4%
+28.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | 0.0% |
| 7D | -6.0% | +1.6% | -7.6% | -6.4% |
| 30D | -2.7% | +8.4% | -11.1% | -4.7% |
| 3M | -10.5% | +50.2% | -60.6% | -19.6% |
| 6M | -12.4% | +82.6% | -95.0% | -26.0% |
| YTD | +30.0% | +29.8% | +0.2% | +20.5% |
| 1Y | +27.8% | +16.0% | +11.8% | +20.3% |
| 3Y | -34.9% | -26.4% | -8.5% | -33.8% |
| 5Y | -35.9% | -64.5% | +28.6% | -31.7% |
| All | -35.9% | -64.4% | +28.6% | -31.7% |
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