+40.6%
IYR vs AVTR
+1.7%
+38.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.2% | +2.7% | -3.9% | -1.8% |
| 30D | -2.9% | +12.1% | -14.9% | -5.3% |
| 3M | +0.8% | +57.2% | -56.4% | -9.6% |
| 6M | +1.9% | +73.1% | -71.2% | -11.0% |
| YTD | +9.6% | +30.6% | -21.0% | +1.7% |
| 1Y | +8.1% | +13.5% | -5.4% | +2.0% |
| 3Y | +29.2% | -31.0% | +60.2% | +33.9% |
| 5Y | +4.3% | -63.2% | +67.5% | +25.1% |
| All | +40.6% | +1.7% | +38.9% | +19.3% |
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