+133.6%
HOOD vs AVTR
-58.4%
+192.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | -5.1% | -0.1% | -4.9% | -4.9% |
| 30D | -25.4% | -0.6% | -24.8% | -25.0% |
| 3M | -14.0% | +13.4% | -27.4% | -18.1% |
| 6M | +5.6% | +87.4% | -81.8% | -20.3% |
| YTD | -28.1% | +35.9% | -64.0% | -37.9% |
| 1Y | -40.1% | +35.4% | -75.5% | -48.5% |
| 3Y | +888.2% | -16.1% | +904.3% | +843.6% |
| 5Y | +135.8% | -59.4% | +195.2% | +254.5% |
| All | +133.6% | -58.4% | +192.0% | +320.2% |
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