+575.0%
IBKR vs AVTR
+1.1%
+573.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -2.0% | -1.8% | -3.4% |
| 30D | -0.3% | +8.1% | -8.4% | -2.1% |
| 3M | +4.8% | +54.2% | -49.4% | -6.3% |
| 6M | +30.8% | +82.6% | -51.8% | +11.9% |
| YTD | +39.5% | +29.8% | +9.6% | +29.0% |
| 1Y | +43.7% | +18.0% | +25.7% | +33.5% |
| 3Y | +284.7% | -26.4% | +311.1% | +285.8% |
| 5Y | +484.9% | -64.8% | +549.7% | +611.3% |
| All | +575.0% | +1.1% | +573.9% | +479.8% |
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 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