-56.4%
FICO vs AVTR
+37.4%
-93.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +0.4% | -6.2% | +6.6% | +2.2% |
| 30D | +1.7% | -1.0% | +2.7% | +1.7% |
| 3M | -33.0% | +14.4% | -47.4% | -35.8% |
| 6M | -33.9% | +95.9% | -129.7% | -44.7% |
| YTD | -58.5% | +36.6% | -95.1% | -62.4% |
| 1Y | -56.4% | +35.1% | -91.5% | -60.0% |
| All | -56.4% | +37.4% | -93.8% | -60.0% |
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