+270.5%
FTI vs AVTR
-27.0%
+297.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | +1.5% | +6.3% | -4.8% | +0.7% |
| 3M | +8.2% | +53.3% | -45.1% | +1.9% |
| 6M | +18.8% | +78.6% | -59.8% | +9.1% |
| YTD | +71.7% | +29.2% | +42.4% | +65.1% |
| 1Y | +90.0% | +13.8% | +76.2% | +84.0% |
| 3Y | +270.5% | -27.4% | +297.9% | +274.6% |
| All | +270.5% | -27.0% | +297.5% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling