+249.5%
META vs AVTR
+5.8%
+243.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -10.8% | -0.6% | -10.1% | -10.7% |
| 3M | +7.9% | +13.4% | -5.5% | +4.0% |
| 6M | +5.4% | +87.4% | -82.0% | -12.5% |
| YTD | -2.6% | +35.9% | -38.4% | -12.4% |
| 1Y | +1.9% | +35.4% | -33.5% | -8.5% |
| 3Y | +97.0% | -16.1% | +113.1% | +91.3% |
| 5Y | +97.6% | -59.4% | +157.0% | +144.4% |
| All | +249.5% | +5.8% | +243.7% | +204.4% |
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