+19.4%
GLD vs AVTR
+15.8%
+3.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +0.7% | +7.4% | -6.6% | +0.4% |
| 30D | +0.3% | +12.2% | -11.9% | -0.3% |
| 3M | +0.6% | +57.4% | -56.8% | -1.7% |
| 6M | -15.6% | +86.7% | -102.2% | -18.0% |
| YTD | +0.9% | +33.1% | -32.2% | -1.9% |
| 1Y | +19.4% | +16.1% | +3.2% | +16.4% |
| All | +19.4% | +15.8% | +3.6% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling