+133.6%
HOOD vs AVTR
-58.2%
+191.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | +3.8% | +3.2% | +0.6% | +2.5% |
| 30D | -26.4% | +0.5% | -26.8% | -26.4% |
| 3M | -14.3% | +12.1% | -26.4% | -18.1% |
| 6M | +3.9% | +91.2% | -87.3% | -22.0% |
| YTD | -28.1% | +36.3% | -64.4% | -37.9% |
| 1Y | -38.8% | +35.2% | -74.1% | -47.3% |
| 3Y | +888.5% | -15.8% | +904.3% | +842.8% |
| 5Y | +131.0% | -58.9% | +190.0% | +246.2% |
| All | +133.6% | -58.2% | +191.9% | +319.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling