+1,350.3%
FLEX vs AVTR
+1.1%
+1,349.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +6.4% | +1.6% | +4.8% | +5.7% |
| 30D | -5.9% | +8.4% | -14.2% | -8.8% |
| 3M | -23.5% | +50.2% | -73.6% | -36.0% |
| 6M | +83.7% | +82.6% | +1.2% | +41.1% |
| YTD | +86.5% | +29.8% | +56.7% | +62.0% |
| 1Y | +100.5% | +16.0% | +84.5% | +75.6% |
| 3Y | +469.8% | -26.4% | +496.3% | +477.7% |
| 5Y | +725.7% | -64.5% | +790.1% | +1,071.9% |
| All | +1,350.3% | +1.1% | +1,349.2% | +931.4% |
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