+201.1%
IVV vs AVTR
+1.7%
+199.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +0.1% | +2.7% | -2.6% | -0.5% |
| 30D | +0.1% | +12.1% | -12.0% | -2.4% |
| 3M | +2.0% | +57.2% | -55.3% | -8.5% |
| 6M | +13.0% | +73.1% | -60.0% | -1.2% |
| YTD | +13.6% | +30.6% | -17.0% | +5.4% |
| 1Y | +20.1% | +13.5% | +6.6% | +13.1% |
| 3Y | +77.6% | -31.0% | +108.6% | +83.0% |
| 5Y | +82.5% | -63.2% | +145.7% | +119.2% |
| All | +201.1% | +1.7% | +199.4% | +163.5% |
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 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