+92.5%
FOXA vs AVTR
+3.6%
+88.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -0.6% | +7.4% | -8.0% | -1.9% |
| 30D | +2.3% | +12.2% | -9.9% | +0.2% |
| 3M | -2.8% | +57.4% | -60.2% | -10.8% |
| 6M | +9.6% | +86.7% | -77.1% | -2.8% |
| YTD | -9.9% | +33.1% | -43.0% | -15.2% |
| 1Y | +5.4% | +16.1% | -10.8% | +0.3% |
| 3Y | +115.3% | -24.6% | +139.9% | +116.9% |
| 5Y | +93.1% | -63.5% | +156.6% | +121.9% |
| All | +92.5% | +3.6% | +88.9% | +61.5% |
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