-80.9%
FIG vs AVTR
+9.7%
-90.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.9% |
| 7D | -14.5% | +1.6% | -16.0% | -14.7% |
| 30D | -13.3% | +8.4% | -21.7% | -14.5% |
| 3M | +7.4% | +50.2% | -42.7% | +0.5% |
| 6M | -27.8% | +82.6% | -110.4% | -34.3% |
| YTD | -41.1% | +29.8% | -70.9% | -45.8% |
| 1Y | -58.7% | +16.0% | -74.7% | -61.9% |
| All | -80.9% | +9.7% | -90.6% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling