+163.6%
FITB vs AVTR
+6.1%
+157.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.8% | +3.2% | -2.3% | -0.2% |
| 30D | +7.3% | +0.5% | +6.9% | +7.0% |
| 3M | -6.3% | +12.1% | -18.4% | -10.3% |
| 6M | +12.6% | +91.2% | -78.6% | -12.0% |
| YTD | +18.0% | +36.3% | -18.3% | +3.0% |
| 1Y | +28.9% | +35.2% | -6.3% | +12.6% |
| 3Y | +139.4% | -15.8% | +155.2% | +131.7% |
| 5Y | +47.2% | -58.9% | +106.1% | +88.0% |
| All | +163.6% | +6.1% | +157.5% | +78.7% |
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 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