+38.7%
IYR vs AVTR
+0.6%
+38.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | -2.7% | +6.3% | -9.0% | -4.0% |
| 3M | -2.1% | +53.3% | -55.4% | -11.6% |
| 6M | +3.6% | +78.6% | -75.1% | -10.2% |
| YTD | +8.1% | +29.2% | -21.1% | +0.5% |
| 1Y | +4.7% | +13.8% | -9.1% | -1.3% |
| 3Y | +29.1% | -27.4% | +56.6% | +31.8% |
| 5Y | +6.9% | -65.0% | +71.9% | +30.0% |
| All | +38.7% | +0.6% | +38.1% | +17.9% |
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