+2,377.0%
FIX vs AVTR
+6.9%
+2,370.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.8% |
| 7D | +6.4% | +0.5% | +5.9% | +6.5% |
| 30D | -29.1% | +1.5% | -30.6% | -29.3% |
| 3M | -31.1% | +14.2% | -45.4% | -33.4% |
| 6M | -42.8% | +97.4% | -140.2% | -52.6% |
| YTD | +24.6% | +37.3% | -12.6% | +12.4% |
| 1Y | +21.9% | +36.8% | -14.8% | +9.9% |
| 3Y | +524.9% | -15.2% | +540.2% | +514.3% |
| 5Y | +1,092.2% | -59.2% | +1,151.4% | +1,343.6% |
| All | +2,377.0% | +6.9% | +2,370.1% | +1,935.4% |
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