+48.4%
IR vs AVTR
-64.3%
+112.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -2.8% | +2.7% | -5.5% | -3.6% |
| 30D | -15.1% | +12.1% | -27.2% | -17.9% |
| 3M | +6.1% | +57.2% | -51.2% | -8.1% |
| 6M | -16.8% | +73.1% | -89.9% | -30.3% |
| YTD | -3.5% | +30.6% | -34.2% | -12.5% |
| 1Y | -3.5% | +13.5% | -17.0% | -10.8% |
| 3Y | +9.5% | -31.0% | +40.5% | +14.5% |
| All | +48.4% | -64.3% | +112.7% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling