-17.3%
F vs AVTR
-58.7%
+41.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -3.9% | +3.2% | -7.0% | -4.7% |
| 30D | -0.5% | +0.5% | -0.9% | -0.8% |
| 3M | -12.9% | +12.1% | -25.0% | -16.1% |
| 6M | +1.5% | +91.2% | -89.6% | -17.2% |
| YTD | -5.0% | +36.3% | -41.3% | -15.2% |
| 1Y | -7.3% | +35.2% | -42.6% | -17.2% |
| 3Y | +45.3% | -15.8% | +61.1% | +39.4% |
| All | -17.3% | -58.7% | +41.4% | -2.0% |
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