+148.0%
FICO vs AVTR
+8.1%
+139.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.6% |
| 7D | -0.1% | +1.9% | -2.0% | -0.8% |
| 30D | +8.4% | +1.5% | +6.9% | +7.5% |
| 3M | -30.5% | +17.1% | -47.6% | -34.8% |
| 6M | -35.7% | +91.5% | -127.2% | -50.6% |
| YTD | -57.2% | +38.8% | -96.0% | -63.1% |
| 1Y | -58.4% | +37.7% | -96.2% | -64.2% |
| 3Y | -24.8% | -13.5% | -11.3% | -28.5% |
| 5Y | +79.3% | -59.3% | +138.6% | +138.1% |
| All | +148.0% | +8.1% | +139.9% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling