+76.9%
FICO vs AVTR
-60.1%
+137.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -0.9% | -3.6% | +2.7% | 0.0% |
| 30D | +3.3% | +0.8% | +2.6% | +2.9% |
| 3M | -31.7% | +17.4% | -49.1% | -34.9% |
| 6M | -34.0% | +83.5% | -117.5% | -44.8% |
| YTD | -58.3% | +35.0% | -93.3% | -62.2% |
| 1Y | -57.9% | +36.7% | -94.6% | -62.1% |
| 3Y | -24.1% | -15.3% | -8.7% | -26.4% |
| All | +76.9% | -60.1% | +137.0% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling