+74.1%
FDX vs AVTR
-16.2%
+90.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +11.3% | -1.0% | +12.3% | +11.4% |
| 3M | -4.1% | +12.2% | -16.3% | -6.4% |
| 6M | +9.6% | +97.5% | -87.8% | -5.7% |
| YTD | +40.9% | +35.6% | +5.3% | +30.4% |
| 1Y | +53.0% | +32.8% | +20.2% | +42.1% |
| 3Y | +74.1% | -16.5% | +90.6% | +71.8% |
| All | +74.1% | -16.2% | +90.3% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling