+1,309.5%
FLEX vs AVTR
+1.7%
+1,307.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | -0.9% | +2.7% | -3.6% | -1.9% |
| 30D | -10.1% | +12.1% | -22.2% | -14.0% |
| 3M | -31.3% | +57.2% | -88.6% | -43.7% |
| 6M | +71.3% | +73.1% | -1.8% | +34.4% |
| YTD | +81.2% | +30.6% | +50.6% | +57.0% |
| 1Y | +98.5% | +13.5% | +85.0% | +75.5% |
| 3Y | +428.2% | -31.0% | +459.3% | +453.5% |
| 5Y | +657.3% | -63.2% | +720.5% | +955.0% |
| All | +1,309.5% | +1.7% | +1,307.8% | +900.0% |
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