+74.1%
F vs AVTR
+8.1%
+66.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.1% |
| 7D | -0.6% | +1.9% | -2.6% | -1.2% |
| 30D | +2.9% | +1.5% | +1.3% | +2.3% |
| 3M | -9.5% | +17.1% | -26.5% | -13.7% |
| 6M | +4.0% | +91.5% | -87.4% | -14.4% |
| YTD | -1.3% | +38.8% | -40.1% | -11.8% |
| 1Y | -1.9% | +37.7% | -39.7% | -12.4% |
| 3Y | +53.5% | -13.5% | +67.0% | +48.2% |
| 5Y | -15.1% | -59.3% | +44.2% | +0.6% |
| All | +74.1% | +8.1% | +66.0% | +49.4% |
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