+140.7%
LOW vs AVTR
+5.6%
+135.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.4% | +0.5% | +1.0% | +1.3% |
| 30D | +21.7% | -1.0% | +22.7% | +21.9% |
| 3M | +5.0% | +12.2% | -7.2% | +1.2% |
| 6M | +4.6% | +97.5% | -92.9% | -15.4% |
| YTD | -3.5% | +35.6% | -39.1% | -13.6% |
| 1Y | +0.5% | +32.8% | -32.3% | -9.6% |
| 3Y | +24.8% | -16.5% | +41.3% | +21.9% |
| 5Y | +6.5% | -59.1% | +65.6% | +30.6% |
| All | +140.7% | +5.6% | +135.1% | +89.9% |
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