-58.4%
FICO vs AVTR
+34.2%
-92.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 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% | -33.2% |
| 6M | -35.1% | +87.4% | -122.5% | -45.2% |
| YTD | -56.8% | +35.9% | -92.6% | -60.8% |
| 1Y | -58.4% | +35.4% | -93.8% | -62.0% |
| All | -58.4% | +34.2% | -92.6% | -62.0% |
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