+34.3%
FANG vs AVTR
+37.4%
-3.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.9% |
| 7D | -11.3% | -6.2% | -5.1% | -11.5% |
| 30D | -0.7% | -1.0% | +0.4% | -0.7% |
| 3M | -4.2% | +14.4% | -18.6% | -3.4% |
| 6M | -13.5% | +95.9% | -109.3% | -8.4% |
| YTD | +23.7% | +36.6% | -12.8% | +30.5% |
| 1Y | +34.3% | +35.1% | -0.8% | +41.1% |
| All | +34.3% | +37.4% | -3.1% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling