+14.4%
FIX vs AVTR
+37.4%
-23.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.4% | -15.5% | -15.1% |
| 7D | -18.9% | -6.2% | -12.7% | -19.2% |
| 30D | -36.3% | -1.0% | -35.3% | -36.3% |
| 3M | -38.5% | +14.4% | -52.9% | -38.2% |
| 6M | -42.3% | +95.9% | -138.1% | -44.5% |
| YTD | +17.1% | +36.6% | -19.5% | +13.8% |
| 1Y | +14.4% | +35.1% | -20.8% | +9.3% |
| All | +14.4% | +37.4% | -23.0% | +9.3% |
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