+67.5%
FERG vs AVTR
-64.7%
+132.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | -11.8% | +8.1% | -19.9% | -13.5% |
| 3M | -1.2% | +54.2% | -55.4% | -11.8% |
| 6M | -2.3% | +82.6% | -84.9% | -16.8% |
| YTD | +0.8% | +29.8% | -29.1% | -7.0% |
| 1Y | +0.5% | +18.0% | -17.5% | -6.8% |
| 3Y | +51.4% | -26.4% | +77.8% | +54.7% |
| 5Y | +67.5% | -64.8% | +132.3% | +102.2% |
| All | +67.5% | -64.7% | +132.2% | +102.2% |
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