+751.9%
FN vs AVTR
+1.7%
+750.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.6% | +3.5% |
| 7D | -1.7% | +2.7% | -4.4% | -2.4% |
| 30D | -22.0% | +12.1% | -34.0% | -24.3% |
| 3M | -43.0% | +57.2% | -100.3% | -50.4% |
| 6M | -27.7% | +73.1% | -100.8% | -39.2% |
| YTD | -10.5% | +30.6% | -41.1% | -18.7% |
| 1Y | +12.5% | +13.5% | -1.0% | +4.2% |
| 3Y | +153.8% | -31.0% | +184.8% | +165.3% |
| 5Y | +288.0% | -63.2% | +351.2% | +377.8% |
| All | +751.9% | +1.7% | +750.2% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling