+643.2%
GEV vs AVTR
-40.2%
+683.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.0% |
| 7D | +8.1% | +7.4% | +0.7% | +7.5% |
| 30D | -1.9% | +12.2% | -14.1% | -2.8% |
| 3M | +4.1% | +57.4% | -53.3% | -0.9% |
| 6M | +23.2% | +86.7% | -63.5% | +14.5% |
| YTD | +48.9% | +33.1% | +15.8% | +44.2% |
| 1Y | +62.2% | +16.1% | +46.0% | +57.5% |
| All | +643.2% | -40.2% | +683.3% | +714.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling