+67.1%
FDX vs AVTR
-64.3%
+131.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.2% |
| 7D | -2.5% | +2.7% | -5.2% | -3.1% |
| 30D | +3.8% | +12.1% | -8.3% | +1.1% |
| 3M | -1.3% | +57.2% | -58.5% | -11.9% |
| 6M | +5.0% | +73.1% | -68.0% | -8.7% |
| YTD | +39.6% | +30.6% | +9.0% | +29.2% |
| 1Y | +81.1% | +13.5% | +67.6% | +70.2% |
| 3Y | +63.0% | -31.0% | +94.1% | +68.7% |
| All | +67.1% | -64.3% | +131.4% | +91.8% |
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 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