+289.5%
FERG vs AVTR
+1.7%
+287.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.5% |
| 7D | 0.0% | +2.7% | -2.7% | -0.4% |
| 30D | -10.2% | +12.1% | -22.2% | -11.7% |
| 3M | -0.6% | +57.2% | -57.8% | -7.8% |
| 6M | -6.5% | +73.1% | -79.6% | -14.8% |
| YTD | +4.2% | +30.6% | -26.5% | -1.2% |
| 1Y | -2.3% | +13.5% | -15.8% | -6.1% |
| 3Y | +48.5% | -31.0% | +79.5% | +50.8% |
| 5Y | +72.0% | -63.2% | +135.3% | +80.1% |
| All | +289.5% | +1.7% | +287.8% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling