+161.9%
IR vs AVTR
+5.8%
+156.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.5% |
| 7D | +1.5% | -0.1% | +1.7% | +1.6% |
| 30D | +9.0% | -0.6% | +9.7% | +9.1% |
| 3M | -0.9% | +13.4% | -14.3% | -4.8% |
| 6M | +13.4% | +87.4% | -74.0% | -7.9% |
| YTD | +8.5% | +35.9% | -27.4% | -3.4% |
| 1Y | +11.3% | +35.4% | -24.1% | -0.9% |
| 3Y | +26.0% | -16.1% | +42.1% | +23.7% |
| 5Y | +47.9% | -59.4% | +107.2% | +79.7% |
| All | +161.9% | +5.8% | +156.1% | +119.9% |
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