+117.9%
ICE vs AVTR
+1.7%
+116.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -0.7% | +2.7% | -3.3% | -1.2% |
| 30D | +7.6% | +12.1% | -4.4% | +5.0% |
| 3M | +13.9% | +57.2% | -43.3% | +2.7% |
| 6M | -2.4% | +73.1% | -75.4% | -14.3% |
| YTD | +0.3% | +30.6% | -30.4% | -6.4% |
| 1Y | -6.4% | +13.5% | -19.9% | -11.2% |
| 3Y | +43.1% | -31.0% | +74.1% | +47.9% |
| 5Y | +42.1% | -63.2% | +105.3% | +71.5% |
| All | +117.9% | +1.7% | +116.2% | +80.6% |
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