+15.9%
ETSY vs AVTR
+0.6%
+15.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.9% | -1.1% | -3.8% | -4.5% |
| 30D | -8.6% | +6.3% | -14.9% | -11.2% |
| 3M | +4.8% | +53.3% | -48.5% | -14.0% |
| 6M | +38.1% | +78.6% | -40.6% | +5.4% |
| YTD | +31.2% | +29.2% | +2.0% | +15.2% |
| 1Y | +22.1% | +13.8% | +8.3% | +11.3% |
| 3Y | +12.2% | -27.4% | +39.7% | +17.9% |
| 5Y | -66.5% | -65.0% | -1.5% | -51.5% |
| All | +15.9% | +0.6% | +15.3% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling