-15.8%
F vs AVTR
-60.1%
+44.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | +1.6% | -3.6% | +5.2% | +2.6% |
| 30D | +2.6% | +0.8% | +1.9% | +2.2% |
| 3M | -8.8% | +17.4% | -26.2% | -13.3% |
| 6M | +4.6% | +83.5% | -78.9% | -13.7% |
| YTD | -1.9% | +35.0% | -36.9% | -12.2% |
| 1Y | -0.8% | +36.7% | -37.4% | -11.7% |
| 3Y | +43.5% | -15.3% | +58.8% | +37.0% |
| All | -15.8% | -60.1% | +44.3% | +1.2% |
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