-55.8%
FIG vs AVTR
+16.8%
-72.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.0% |
| 7D | -16.3% | +2.7% | -19.0% | -16.9% |
| 30D | -14.3% | +12.1% | -26.4% | -16.8% |
| 3M | +7.2% | +57.2% | -50.1% | -5.3% |
| 6M | -18.6% | +73.1% | -91.7% | -30.2% |
| YTD | -35.5% | +30.6% | -66.1% | -42.1% |
| 1Y | -55.8% | +13.5% | -69.3% | -60.8% |
| All | -55.8% | +16.8% | -72.6% | -60.8% |
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