+153.2%
IR vs AVTR
+5.1%
+148.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | +3.7% | -3.6% | +7.3% | +4.8% |
| 30D | +7.4% | +0.8% | +6.7% | +7.1% |
| 3M | -5.9% | +17.4% | -23.3% | -10.7% |
| 6M | +5.6% | +83.5% | -77.9% | -13.7% |
| YTD | +4.8% | +35.0% | -30.2% | -6.5% |
| 1Y | +6.9% | +36.7% | -29.7% | -5.1% |
| 3Y | +27.6% | -15.3% | +42.9% | +24.8% |
| 5Y | +45.8% | -59.5% | +105.3% | +77.3% |
| All | +153.2% | +5.1% | +148.1% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling