-59.2%
FLUT vs AVTR
+36.8%
-96.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -1.2% | +3.2% | -4.4% | -1.9% |
| 30D | +5.0% | +0.5% | +4.6% | +4.5% |
| 3M | -16.4% | +12.1% | -28.6% | -19.3% |
| 6M | -14.6% | +91.2% | -105.8% | -29.0% |
| YTD | -61.9% | +36.3% | -98.2% | -65.8% |
| All | -59.2% | +36.8% | -96.0% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling