+2,069.6%
FIX vs AVTR
+5.1%
+2,064.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.3% | +4.9% |
| 7D | -17.5% | -3.6% | -13.8% | -16.7% |
| 30D | -41.6% | +0.8% | -42.4% | -41.7% |
| 3M | -40.6% | +17.4% | -58.0% | -43.0% |
| 6M | -49.4% | +83.5% | -132.9% | -57.3% |
| YTD | +9.2% | +35.0% | -25.8% | -1.2% |
| 1Y | +6.5% | +36.7% | -30.2% | -4.1% |
| 3Y | +448.7% | -15.3% | +464.1% | +438.6% |
| 5Y | +948.7% | -59.5% | +1,008.2% | +1,170.1% |
| All | +2,069.6% | +5.1% | +2,064.5% | +1,688.9% |
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