+94.6%
FOXA vs AVTR
+0.6%
+94.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.2% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +5.0% | +6.3% | -1.3% | +3.9% |
| 3M | -3.0% | +53.3% | -56.3% | -10.5% |
| 6M | +14.8% | +78.6% | -63.9% | +2.6% |
| YTD | -8.9% | +29.2% | -38.1% | -13.8% |
| 1Y | +13.3% | +13.8% | -0.5% | +8.2% |
| 3Y | +115.4% | -27.4% | +142.8% | +118.5% |
| 5Y | +95.3% | -65.0% | +160.3% | +126.2% |
| All | +94.6% | +0.6% | +94.0% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling