+606.9%
GEV vs AVTR
-41.6%
+648.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -1.9% | -2.0% | +0.1% | -1.7% |
| 30D | -8.7% | +8.1% | -16.8% | -9.2% |
| 3M | +6.6% | +54.2% | -47.6% | +1.7% |
| 6M | +10.2% | +82.6% | -72.4% | +2.6% |
| YTD | +41.6% | +29.8% | +11.8% | +37.4% |
| 1Y | +43.9% | +18.0% | +25.9% | +39.1% |
| All | +606.9% | -41.6% | +648.5% | +675.9% |
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