+234.3%
IAU vs AVTR
+0.6%
+233.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.0% | -1.1% | -0.9% | -2.0% |
| 30D | -1.5% | +6.3% | -7.8% | -1.7% |
| 3M | +3.3% | +53.3% | -50.1% | +1.9% |
| 6M | -16.2% | +78.6% | -94.9% | -17.7% |
| YTD | +0.7% | +29.2% | -28.6% | -0.4% |
| 1Y | +19.2% | +13.8% | +5.4% | +18.1% |
| 3Y | +124.4% | -27.4% | +151.9% | +125.0% |
| 5Y | +140.0% | -65.0% | +205.1% | +144.5% |
| All | +234.3% | +0.6% | +233.7% | +229.2% |
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