+906.1%
FLEX vs AVTR
+8.1%
+898.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +11.0% |
| 7D | -7.2% | +1.9% | -9.1% | -7.6% |
| 30D | -34.8% | +1.5% | -36.3% | -35.1% |
| 3M | -35.6% | +17.1% | -52.7% | -39.5% |
| 6M | -45.0% | +91.5% | -136.5% | -58.6% |
| YTD | +29.4% | +38.8% | -9.5% | +9.4% |
| 1Y | +24.8% | +37.7% | -13.0% | +5.4% |
| 3Y | +304.4% | -13.5% | +317.9% | +282.7% |
| 5Y | +484.1% | -59.3% | +543.4% | +683.2% |
| All | +906.1% | +8.1% | +898.0% | +596.4% |
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