+25.0%
FLEX vs AVTR
+37.4%
-12.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.4% | -12.7% | -12.3% |
| 7D | -17.0% | -6.2% | -10.7% | -16.8% |
| 30D | -33.8% | -1.0% | -32.8% | -33.9% |
| 3M | -39.0% | +14.4% | -53.4% | -39.5% |
| 6M | -15.9% | +95.9% | -111.8% | -27.0% |
| YTD | +27.8% | +36.6% | -8.7% | +12.4% |
| 1Y | +25.0% | +35.1% | -10.2% | +7.9% |
| All | +25.0% | +37.4% | -12.4% | +7.9% |
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 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