-0.8%
IP vs AVTR
+35.2%
-36.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.4% |
| 7D | -5.1% | -3.6% | -1.4% | -4.3% |
| 30D | +8.5% | +0.8% | +7.7% | +8.1% |
| 3M | -13.8% | +17.4% | -31.2% | -17.2% |
| 6M | +5.7% | +83.5% | -77.8% | -12.2% |
| YTD | -9.1% | +35.0% | -44.1% | -18.3% |
| 1Y | -0.8% | +36.7% | -37.5% | -11.3% |
| All | -0.8% | +35.2% | -36.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling