+798.1%
FLEX vs AVTR
+5.1%
+793.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.8% |
| 7D | -19.3% | -3.6% | -15.7% | -18.1% |
| 30D | -41.5% | +0.8% | -42.3% | -41.8% |
| 3M | -43.1% | +17.4% | -60.5% | -46.7% |
| 6M | -48.2% | +83.5% | -131.7% | -60.4% |
| YTD | +15.5% | +35.0% | -19.5% | -1.5% |
| 1Y | +10.2% | +36.7% | -26.4% | -6.8% |
| 3Y | +256.8% | -15.3% | +272.1% | +239.7% |
| 5Y | +408.2% | -59.5% | +467.7% | +578.7% |
| All | +798.1% | +5.1% | +793.0% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling