+7.0%
LOW vs AVTR
-58.7%
+65.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.1% | +3.2% | -3.1% | -0.6% |
| 30D | +21.3% | +0.5% | +20.8% | +21.0% |
| 3M | +6.0% | +12.1% | -6.1% | +3.1% |
| 6M | +2.6% | +91.2% | -88.6% | -12.1% |
| YTD | -3.6% | +36.3% | -39.9% | -11.5% |
| 1Y | -1.0% | +35.2% | -36.2% | -9.0% |
| 3Y | +24.2% | -15.8% | +40.0% | +22.3% |
| All | +7.0% | -58.7% | +65.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling