+237.1%
GLD vs AVTR
+1.7%
+235.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +4.4% | +12.1% | -7.7% | +4.1% |
| 3M | -1.1% | +57.2% | -58.3% | -2.4% |
| 6M | -13.8% | +73.1% | -86.8% | -15.2% |
| YTD | +2.6% | +30.6% | -28.0% | +1.5% |
| 1Y | +24.5% | +13.5% | +11.0% | +23.4% |
| 3Y | +125.8% | -31.0% | +156.9% | +126.8% |
| 5Y | +137.8% | -63.2% | +201.0% | +141.8% |
| All | +237.1% | +1.7% | +235.5% | +232.8% |
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