+86.4%
META vs AVTR
-58.9%
+145.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | -13.0% | -1.0% | -12.0% | -12.8% |
| 3M | +7.9% | +12.2% | -4.3% | +4.9% |
| 6M | +4.2% | +97.5% | -93.2% | -12.5% |
| YTD | -2.5% | +35.6% | -38.1% | -11.0% |
| 1Y | +5.6% | +32.8% | -27.2% | -3.3% |
| 3Y | +96.8% | -16.5% | +113.3% | +91.2% |
| All | +86.4% | -58.9% | +145.3% | +166.9% |
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