+256.8%
FLEX vs AVTR
-15.6%
+272.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.2% |
| 7D | -19.3% | -3.6% | -15.7% | -18.8% |
| 30D | -41.5% | +0.8% | -42.3% | -41.6% |
| 3M | -43.1% | +17.4% | -60.5% | -44.8% |
| 6M | -48.2% | +83.5% | -131.7% | -55.3% |
| YTD | +15.5% | +35.0% | -19.5% | +5.6% |
| 1Y | +10.2% | +36.7% | -26.4% | +0.3% |
| 3Y | +256.8% | -15.3% | +272.1% | +280.9% |
| All | +256.8% | -15.6% | +272.4% | +280.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling