-22.1%
FPS vs AVTR
+43.3%
-65.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.8% | +13.2% | +16.0% |
| 7D | -8.0% | +1.9% | -9.9% | -8.1% |
| 30D | -43.5% | +1.5% | -45.1% | -43.5% |
| 3M | -41.6% | +17.1% | -58.7% | -40.7% |
| 6M | -44.0% | +91.5% | -135.5% | -46.4% |
| All | -22.1% | +43.3% | -65.4% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling