+13.7%
IP vs AVTR
+5.1%
+8.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.3% |
| 7D | -5.1% | -3.6% | -1.4% | -4.3% |
| 30D | +8.5% | +0.8% | +7.7% | +8.2% |
| 3M | -13.8% | +17.4% | -31.2% | -17.2% |
| 6M | +5.7% | +83.5% | -77.8% | -9.3% |
| YTD | -9.1% | +35.0% | -44.1% | -16.8% |
| 1Y | -0.8% | +36.7% | -37.5% | -9.5% |
| 3Y | +14.8% | -15.3% | +30.1% | +11.6% |
| 5Y | -11.5% | -59.5% | +48.0% | -0.4% |
| All | +13.7% | +5.1% | +8.6% | +0.2% |
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