-80.8%
FIG vs AVTR
+9.7%
-90.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -12.2% | -2.0% | -10.2% | -11.9% |
| 30D | -11.0% | +8.1% | -19.0% | -12.2% |
| 3M | +11.9% | +54.2% | -42.3% | +4.3% |
| 6M | -21.9% | +82.6% | -104.5% | -28.9% |
| YTD | -40.8% | +29.8% | -70.6% | -45.5% |
| 1Y | -56.6% | +18.0% | -74.6% | -59.7% |
| All | -80.8% | +9.7% | -90.5% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling