+384.7%
FTI vs AVTR
+0.6%
+384.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -4.4% | -1.1% | -3.3% | -4.1% |
| 30D | +1.5% | +6.3% | -4.8% | -0.5% |
| 3M | +8.2% | +53.3% | -45.1% | -6.2% |
| 6M | +18.8% | +78.6% | -59.8% | -2.7% |
| YTD | +71.7% | +29.2% | +42.4% | +54.7% |
| 1Y | +90.0% | +13.8% | +76.2% | +73.9% |
| 3Y | +270.5% | -27.4% | +297.9% | +277.4% |
| 5Y | +1,084.5% | -65.0% | +1,149.6% | +1,499.0% |
| All | +384.7% | +0.6% | +384.1% | +206.2% |
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