-9.1%
LOW vs AVTR
-26.6%
+17.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | -9.3% | +8.4% | -17.6% | -10.6% |
| 3M | -8.1% | +50.2% | -58.2% | -14.8% |
| 6M | -19.8% | +82.6% | -102.3% | -28.4% |
| YTD | -16.4% | +29.8% | -46.2% | -21.2% |
| 1Y | -24.7% | +16.0% | -40.6% | -28.5% |
| All | -9.1% | -26.6% | +17.6% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling