+22.0%
FLUT vs AVTR
+0.6%
+21.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +2.5% | +6.3% | -3.8% | +1.8% |
| 3M | -9.2% | +53.3% | -62.6% | -14.2% |
| 6M | -8.2% | +78.6% | -86.9% | -15.0% |
| YTD | -53.2% | +29.2% | -82.5% | -55.1% |
| 1Y | -65.6% | +13.8% | -79.4% | -66.7% |
| 3Y | -43.6% | -27.4% | -16.1% | -43.4% |
| 5Y | -50.3% | -65.0% | +14.7% | -48.8% |
| All | +22.0% | +0.6% | +21.4% | +27.6% |
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