+916.4%
FLEX vs AVTR
+6.9%
+909.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.3% |
| 30D | -32.6% | +1.5% | -34.2% | -33.0% |
| 3M | -35.5% | +14.2% | -49.7% | -38.8% |
| 6M | -45.6% | +97.4% | -142.9% | -59.5% |
| YTD | +30.7% | +37.3% | -6.6% | +11.0% |
| 1Y | +28.4% | +36.8% | -8.4% | +8.7% |
| 3Y | +301.7% | -15.2% | +316.9% | +283.5% |
| 5Y | +473.3% | -59.2% | +532.4% | +666.0% |
| All | +916.4% | +6.9% | +909.6% | +606.7% |
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