+219.4%
FICO vs AVTR
+1.7%
+217.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.2% | -16.1% |
| 7D | -19.2% | +2.7% | -21.9% | -19.9% |
| 30D | -14.6% | +12.1% | -26.6% | -18.1% |
| 3M | -20.1% | +57.2% | -77.3% | -33.2% |
| 6M | -36.3% | +73.1% | -109.4% | -49.1% |
| YTD | -44.9% | +30.6% | -75.5% | -51.1% |
| 1Y | -38.6% | +13.5% | -52.1% | -43.9% |
| 3Y | +4.0% | -31.0% | +35.0% | +9.6% |
| 5Y | +99.5% | -63.2% | +162.8% | +176.4% |
| All | +219.4% | +1.7% | +217.7% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling