+73.0%
F vs AVTR
+5.1%
+67.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | +1.6% | -3.6% | +5.2% | +2.5% |
| 30D | +2.6% | +0.8% | +1.9% | +2.2% |
| 3M | -8.8% | +17.4% | -26.2% | -13.1% |
| 6M | +4.6% | +83.5% | -78.9% | -12.8% |
| YTD | -1.9% | +35.0% | -36.9% | -11.7% |
| 1Y | -0.8% | +36.7% | -37.4% | -11.2% |
| 3Y | +43.5% | -15.3% | +58.8% | +39.4% |
| 5Y | -12.1% | -59.5% | +47.4% | +4.4% |
| All | +73.0% | +5.1% | +67.9% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling