+249.6%
META vs AVTR
+5.6%
+244.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -13.0% | -1.0% | -12.0% | -12.8% |
| 3M | +7.9% | +12.2% | -4.3% | +4.4% |
| 6M | +4.2% | +97.5% | -93.2% | -14.7% |
| YTD | -2.5% | +35.6% | -38.1% | -12.3% |
| 1Y | +5.6% | +32.8% | -27.2% | -4.7% |
| 3Y | +96.8% | -16.5% | +113.3% | +91.4% |
| 5Y | +90.0% | -59.1% | +149.2% | +134.5% |
| All | +249.6% | +5.6% | +244.0% | +204.7% |
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