+665.2%
FN vs AVTR
+8.1%
+657.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.8% | +9.0% | +11.1% |
| 7D | +16.3% | +1.9% | +14.4% | +16.0% |
| 30D | -24.7% | +1.5% | -26.3% | -25.0% |
| 3M | -34.9% | +17.1% | -52.0% | -37.7% |
| 6M | -41.1% | +91.5% | -132.6% | -51.8% |
| YTD | -19.6% | +38.8% | -58.5% | -28.3% |
| 1Y | -18.5% | +37.7% | -56.3% | -27.3% |
| 3Y | +119.1% | -13.5% | +132.6% | +114.4% |
| 5Y | +206.9% | -59.3% | +266.3% | +268.5% |
| All | +665.2% | +8.1% | +657.2% | +594.0% |
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 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