-8.1%
GLD vs AVTR
+36.2%
-44.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | +3.2% | -8.7% | -5.7% |
| 30D | -7.0% | +0.5% | -7.5% | -7.0% |
| 3M | -12.4% | +12.1% | -24.5% | -13.1% |
| 6M | -18.0% | +91.2% | -109.2% | -21.4% |
| YTD | -10.5% | +36.3% | -46.8% | -15.2% |
| 1Y | -8.1% | +35.2% | -43.3% | -13.0% |
| All | -8.1% | +36.2% | -44.2% | -13.0% |
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