+628.8%
FN vs AVTR
+5.8%
+623.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.6% | -4.2% |
| 7D | -4.1% | -0.1% | -3.9% | -3.8% |
| 30D | -28.3% | -0.6% | -27.7% | -28.1% |
| 3M | -33.9% | +13.4% | -47.3% | -36.1% |
| 6M | -43.9% | +87.4% | -131.3% | -53.8% |
| YTD | -23.4% | +35.9% | -59.3% | -31.3% |
| 1Y | -25.4% | +35.4% | -60.8% | -33.1% |
| 3Y | +107.9% | -16.1% | +124.0% | +105.2% |
| 5Y | +195.1% | -59.4% | +254.4% | +254.2% |
| All | +628.8% | +5.8% | +623.0% | +564.7% |
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