+103.3%
F vs AVTR
+1.7%
+101.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +5.3% | +2.7% | +2.7% | +4.5% |
| 30D | +4.6% | +12.1% | -7.5% | +1.3% |
| 3M | -3.7% | +57.2% | -60.9% | -15.8% |
| 6M | +16.8% | +73.1% | -56.2% | -1.0% |
| YTD | +15.3% | +30.6% | -15.3% | +5.0% |
| 1Y | +31.0% | +13.5% | +17.5% | +21.9% |
| 3Y | +45.4% | -31.0% | +76.4% | +51.3% |
| 5Y | +54.7% | -63.2% | +117.9% | +88.3% |
| All | +103.3% | +1.7% | +101.6% | +78.1% |
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