+132.9%
IR vs AVTR
+1.7%
+131.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.1% |
| 3M | +6.1% | +57.2% | -51.2% | -8.6% |
| 6M | -16.8% | +73.1% | -89.9% | -30.7% |
| YTD | -3.5% | +30.6% | -34.2% | -12.9% |
| 1Y | -3.5% | +13.5% | -17.0% | -11.0% |
| 3Y | +9.5% | -31.0% | +40.5% | +14.4% |
| 5Y | +45.1% | -63.2% | +108.3% | +81.6% |
| All | +132.9% | +1.7% | +131.2% | +98.4% |
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