-29.1%
FN vs AVTR
+35.2%
-64.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +11.8% |
| 7D | 0.0% | -3.6% | +3.6% | -0.4% |
| 30D | -34.3% | +0.8% | -35.1% | -34.2% |
| 3M | -39.9% | +17.4% | -57.2% | -39.2% |
| 6M | -51.8% | +83.5% | -135.3% | -52.7% |
| YTD | -28.1% | +35.0% | -63.1% | -26.1% |
| 1Y | -29.1% | +36.7% | -65.7% | -28.4% |
| All | -29.1% | +35.2% | -64.3% | -28.4% |
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 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