+124.5%
IR vs AVTR
+1.1%
+123.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -1.9% | +1.6% | -3.5% | -2.4% |
| 30D | -15.0% | +8.4% | -23.4% | -17.1% |
| 3M | -0.4% | +50.2% | -50.6% | -12.9% |
| 6M | -15.0% | +82.6% | -97.6% | -30.5% |
| YTD | -7.1% | +29.8% | -36.9% | -15.9% |
| 1Y | -7.5% | +16.0% | -23.5% | -15.4% |
| 3Y | +6.3% | -26.4% | +32.7% | +8.8% |
| 5Y | +37.3% | -64.5% | +101.8% | +73.8% |
| All | +124.5% | +1.1% | +123.4% | +91.5% |
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