+3,333.8%
FIX vs AVTR
+1.7%
+3,332.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.2% |
| 7D | +6.0% | +2.7% | +3.4% | +5.3% |
| 30D | -7.2% | +12.1% | -19.3% | -9.8% |
| 3M | -15.9% | +57.2% | -73.1% | -25.8% |
| 6M | +12.7% | +73.1% | -60.3% | -3.5% |
| YTD | +72.8% | +30.6% | +42.2% | +57.9% |
| 1Y | +122.9% | +13.5% | +109.4% | +107.3% |
| 3Y | +774.3% | -31.0% | +805.3% | +808.6% |
| 5Y | +2,049.5% | -63.2% | +2,112.7% | +2,574.3% |
| All | +3,333.8% | +1.7% | +3,332.1% | +2,758.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling