+232.4%
META vs AVTR
+5.1%
+227.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.3% |
| 7D | -0.8% | -3.6% | +2.8% | +0.2% |
| 30D | -15.4% | +0.8% | -16.2% | -15.7% |
| 3M | +3.5% | +17.4% | -13.9% | -1.1% |
| 6M | -0.3% | +83.5% | -83.8% | -16.8% |
| YTD | -7.3% | +35.0% | -42.3% | -16.5% |
| 1Y | -1.1% | +36.7% | -37.7% | -11.5% |
| 3Y | +95.1% | -15.3% | +110.4% | +88.7% |
| 5Y | +80.6% | -59.5% | +140.1% | +123.3% |
| All | +232.4% | +5.1% | +227.3% | +190.0% |
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 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