-25.4%
FN vs AVTR
+34.2%
-59.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.6% | -4.8% |
| 7D | -4.1% | -0.1% | -3.9% | -4.2% |
| 30D | -28.3% | -0.6% | -27.7% | -28.4% |
| 3M | -33.9% | +13.4% | -47.3% | -33.3% |
| 6M | -43.9% | +87.4% | -131.3% | -45.4% |
| YTD | -23.4% | +35.9% | -59.3% | -21.3% |
| 1Y | -25.4% | +35.4% | -60.8% | -25.3% |
| All | -25.4% | +34.2% | -59.6% | -25.3% |
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