+3.7%
F vs AVTR
+37.4%
-33.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +6.0% | -6.2% | +12.3% | +7.3% |
| 30D | +4.3% | -1.0% | +5.3% | +4.3% |
| 3M | -10.1% | +14.4% | -24.5% | -12.9% |
| 6M | +12.8% | +95.9% | -83.1% | -3.7% |
| YTD | -0.1% | +36.6% | -36.6% | -10.7% |
| 1Y | +3.7% | +35.1% | -31.5% | -6.6% |
| All | +3.7% | +37.4% | -33.7% | -6.6% |
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