+80.4%
META vs AVTR
-60.9%
+141.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.2% |
| 7D | -3.1% | -9.2% | +6.1% | -0.9% |
| 30D | -18.1% | -1.9% | -16.2% | -17.8% |
| 3M | +2.9% | +13.3% | -10.5% | -0.3% |
| 6M | +0.2% | +88.1% | -87.9% | -15.0% |
| YTD | -8.1% | +32.1% | -40.2% | -15.6% |
| 1Y | -4.5% | +30.7% | -35.3% | -12.2% |
| 3Y | +94.2% | -17.6% | +111.8% | +88.7% |
| All | +80.4% | -60.9% | +141.4% | +161.3% |
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