-44.5%
FLUT vs AVTR
-15.3%
-29.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.0% |
| 7D | -1.5% | -0.1% | -1.3% | -1.5% |
| 30D | +3.4% | -0.6% | +4.1% | +3.3% |
| 3M | -12.5% | +13.4% | -25.9% | -14.6% |
| 6M | -18.5% | +87.4% | -105.8% | -27.3% |
| YTD | -61.6% | +35.9% | -97.5% | -64.1% |
| 1Y | -64.1% | +35.4% | -99.5% | -66.5% |
| 3Y | -44.5% | -16.1% | -28.4% | -47.8% |
| All | -44.5% | -15.3% | -29.1% | -47.8% |
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