+237.0%
HOOD vs AVTR
-59.2%
+296.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -4.7% |
| 7D | +13.4% | +7.4% | +6.0% | +10.2% |
| 30D | +25.8% | +12.2% | +13.6% | +20.3% |
| 3M | +38.0% | +57.4% | -19.4% | +12.4% |
| 6M | +52.2% | +86.7% | -34.4% | +15.2% |
| YTD | +3.7% | +33.1% | -29.3% | -9.5% |
| 1Y | +0.1% | +16.1% | -16.1% | -10.7% |
| 3Y | +992.6% | -24.6% | +1,017.2% | +1,001.1% |
| 5Y | +193.0% | -63.5% | +256.5% | +369.0% |
| All | +237.0% | -59.2% | +296.2% | +511.8% |
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