-58.5%
FICO vs AVTR
+36.1%
-94.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | +0.5% | +1.8% | +2.1% |
| 30D | +0.1% | -1.0% | +1.1% | +0.2% |
| 3M | -35.2% | +12.2% | -47.4% | -37.6% |
| 6M | -32.4% | +97.5% | -129.8% | -43.6% |
| YTD | -57.4% | +35.6% | -93.0% | -61.4% |
| 1Y | -58.5% | +32.8% | -91.4% | -62.3% |
| All | -58.5% | +36.1% | -94.6% | -62.3% |
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