+235.3%
IAU vs AVTR
+3.6%
+231.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +0.7% | +7.4% | -6.7% | +0.5% |
| 30D | +0.3% | +12.2% | -11.9% | 0.0% |
| 3M | +0.7% | +57.4% | -56.7% | -0.7% |
| 6M | -15.5% | +86.7% | -102.2% | -17.0% |
| YTD | +1.0% | +33.1% | -32.1% | -0.2% |
| 1Y | +19.6% | +16.1% | +3.4% | +18.4% |
| 3Y | +125.4% | -24.6% | +150.1% | +125.7% |
| 5Y | +140.7% | -63.5% | +204.2% | +144.9% |
| All | +235.3% | +3.6% | +231.7% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling