+449.4%
FLEX vs AVTR
-27.6%
+477.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | -0.9% | +2.7% | -3.6% | -1.4% |
| 30D | -10.1% | +12.1% | -22.2% | -12.0% |
| 3M | -31.3% | +57.2% | -88.6% | -38.3% |
| 6M | +71.3% | +73.1% | -1.8% | +49.8% |
| YTD | +81.2% | +30.6% | +50.6% | +67.0% |
| 1Y | +98.5% | +13.5% | +85.0% | +84.3% |
| All | +449.4% | -27.6% | +477.0% | +486.3% |
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