+512.7%
FN vs AVTR
+2.9%
+509.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.3% | -11.0% | -13.4% |
| 7D | -16.0% | -9.2% | -6.7% | -13.8% |
| 30D | -40.1% | -1.9% | -38.2% | -39.8% |
| 3M | -43.9% | +13.3% | -57.2% | -45.9% |
| 6M | -55.6% | +88.1% | -143.7% | -63.6% |
| YTD | -35.7% | +32.1% | -67.8% | -41.9% |
| 1Y | -39.8% | +30.7% | -70.6% | -45.6% |
| 3Y | +80.3% | -17.6% | +97.9% | +78.4% |
| 5Y | +143.3% | -60.3% | +203.6% | +193.3% |
| All | +512.7% | +2.9% | +509.8% | +461.9% |
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 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