+173.5%
FN vs AVTR
-60.1%
+233.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +11.2% |
| 7D | 0.0% | -3.6% | +3.6% | +0.9% |
| 30D | -34.3% | +0.8% | -35.1% | -34.4% |
| 3M | -39.9% | +17.4% | -57.2% | -42.2% |
| 6M | -51.8% | +83.5% | -135.3% | -59.7% |
| YTD | -28.1% | +35.0% | -63.1% | -34.7% |
| 1Y | -29.1% | +36.7% | -65.7% | -35.9% |
| 3Y | +102.4% | -15.3% | +117.8% | +101.2% |
| All | +173.5% | -60.1% | +233.6% | +238.9% |
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