+1,043.4%
FIX vs AVTR
-58.7%
+1,102.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +17.0% | +3.2% | +13.8% | +16.5% |
| 30D | -30.6% | +0.5% | -31.0% | -30.6% |
| 3M | -35.0% | +12.1% | -47.2% | -36.4% |
| 6M | -44.0% | +91.2% | -135.1% | -51.0% |
| YTD | +21.1% | +36.3% | -15.2% | +12.5% |
| 1Y | +16.3% | +35.2% | -19.0% | +8.0% |
| 3Y | +507.4% | -15.8% | +523.2% | +510.8% |
| All | +1,043.4% | -58.7% | +1,102.1% | +1,345.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling