+1,107.3%
FTI vs AVTR
-64.7%
+1,172.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | +5.0% | +8.4% | -3.3% | +3.7% |
| 3M | +13.8% | +50.2% | -36.3% | +6.4% |
| 6M | +22.9% | +82.6% | -59.7% | +10.8% |
| YTD | +75.0% | +29.8% | +45.1% | +66.5% |
| 1Y | +96.9% | +16.0% | +80.9% | +88.5% |
| 3Y | +276.7% | -26.4% | +303.2% | +283.2% |
| All | +1,107.3% | -64.7% | +1,172.0% | +1,228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling