+92.9%
FICO vs AVTR
-59.2%
+152.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.5% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | -1.5% | +1.5% | -3.1% | -2.1% |
| 3M | -29.8% | +14.2% | -44.0% | -32.6% |
| 6M | -33.3% | +97.4% | -130.6% | -45.3% |
| YTD | -56.9% | +37.3% | -94.1% | -61.1% |
| 1Y | -59.5% | +36.8% | -96.2% | -63.5% |
| 3Y | -26.9% | -15.2% | -11.6% | -29.0% |
| 5Y | +92.9% | -59.2% | +152.1% | +140.7% |
| All | +92.9% | -59.2% | +152.2% | +140.7% |
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