+150.4%
FICO vs AVTR
+5.8%
+144.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | +0.9% | -0.1% | +1.0% | +0.8% |
| 30D | +9.4% | -0.6% | +10.1% | +9.4% |
| 3M | -30.4% | +13.4% | -43.8% | -33.9% |
| 6M | -35.1% | +87.4% | -122.5% | -49.7% |
| YTD | -56.8% | +35.9% | -92.6% | -62.4% |
| 1Y | -58.4% | +35.4% | -93.8% | -63.9% |
| 3Y | -26.7% | -16.1% | -10.6% | -29.4% |
| 5Y | +88.0% | -59.4% | +147.4% | +149.0% |
| All | +150.4% | +5.8% | +144.6% | +76.9% |
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