-49.2%
FLUT vs AVTR
-63.6%
+14.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | +3.8% | +7.4% | -3.6% | +2.3% |
| 30D | +6.3% | +12.2% | -5.9% | +3.9% |
| 3M | -4.0% | +57.4% | -61.4% | -12.9% |
| 6M | -10.3% | +86.7% | -96.9% | -21.5% |
| YTD | -53.2% | +33.1% | -86.2% | -56.3% |
| 1Y | -65.0% | +16.1% | -81.2% | -67.0% |
| 3Y | -43.9% | -24.6% | -19.3% | -43.7% |
| 5Y | -49.2% | -63.5% | +14.2% | -40.4% |
| All | -49.2% | -63.6% | +14.3% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling