+632.4%
GEV vs AVTR
-41.9%
+674.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +1.6% | -1.1% | +2.7% | +1.7% |
| 30D | -7.9% | +6.3% | -14.3% | -8.4% |
| 3M | +5.6% | +53.3% | -47.7% | +0.8% |
| 6M | +13.1% | +78.6% | -65.6% | +5.5% |
| YTD | +46.7% | +29.2% | +17.5% | +42.4% |
| 1Y | +51.3% | +13.8% | +37.5% | +47.1% |
| All | +632.4% | -41.9% | +674.3% | +704.2% |
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