+2.1%
EXC vs AVTR
+36.2%
-34.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.9% | +3.2% | -5.1% | -1.8% |
| 30D | +7.8% | +0.5% | +7.3% | +7.8% |
| 3M | +1.9% | +12.1% | -10.3% | +2.6% |
| 6M | +3.4% | +91.2% | -87.8% | +8.6% |
| YTD | +7.6% | +36.3% | -28.7% | +11.3% |
| 1Y | +2.1% | +35.2% | -33.1% | +5.6% |
| All | +2.1% | +36.2% | -34.1% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling