+70.0%
FDX vs AVTR
-60.1%
+130.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.2% |
| 7D | -1.6% | -3.6% | +2.0% | -0.9% |
| 30D | +6.6% | +0.8% | +5.8% | +6.3% |
| 3M | -2.1% | +17.4% | -19.4% | -5.9% |
| 6M | +2.2% | +83.5% | -81.3% | -12.8% |
| YTD | +33.9% | +35.0% | -1.0% | +22.4% |
| 1Y | +50.2% | +36.7% | +13.6% | +36.6% |
| 3Y | +65.5% | -15.3% | +80.9% | +61.6% |
| All | +70.0% | -60.1% | +130.1% | +103.2% |
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