+127.1%
IAU vs AVTR
-26.6%
+153.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | +0.2% | +8.4% | -8.2% | 0.0% |
| 3M | +3.3% | +50.2% | -46.9% | +2.5% |
| 6M | -14.6% | +82.6% | -97.1% | -15.4% |
| YTD | +1.9% | +29.8% | -28.0% | +0.8% |
| 1Y | +20.9% | +16.0% | +4.9% | +19.7% |
| All | +127.1% | -26.6% | +153.7% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling