+75.8%
GM vs AVTR
-64.6%
+140.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.4% | -1.1% | -1.4% | -2.2% |
| 30D | -1.1% | +6.3% | -7.4% | -2.8% |
| 3M | +6.1% | +53.3% | -47.2% | -6.6% |
| 6M | +15.0% | +78.6% | -63.7% | -3.4% |
| YTD | +6.0% | +29.2% | -23.2% | -3.1% |
| 1Y | +47.1% | +13.8% | +33.3% | +36.7% |
| 3Y | +170.5% | -27.4% | +197.9% | +175.4% |
| All | +75.8% | -64.6% | +140.4% | +108.8% |
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 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