-38.6%
FICO vs AVTR
+16.8%
-55.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.2% | -16.3% |
| 7D | -19.2% | +2.7% | -21.9% | -19.7% |
| 30D | -14.6% | +12.1% | -26.6% | -17.0% |
| 3M | -20.1% | +57.2% | -77.3% | -28.2% |
| 6M | -36.3% | +73.1% | -109.4% | -44.2% |
| YTD | -44.9% | +30.6% | -75.5% | -48.8% |
| 1Y | -38.6% | +13.5% | -52.1% | -41.5% |
| All | -38.6% | +16.8% | -55.4% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling