+62.8%
META vs AVTR
-64.3%
+127.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +6.7% | +2.7% | +4.0% | +6.0% |
| 30D | +4.8% | +12.1% | -7.3% | +2.0% |
| 3M | -1.6% | +57.2% | -58.9% | -12.4% |
| 6M | -7.5% | +73.1% | -80.5% | -19.8% |
| YTD | -6.4% | +30.6% | -37.0% | -13.6% |
| 1Y | -17.3% | +13.5% | -30.8% | -22.5% |
| 3Y | +109.9% | -31.0% | +140.9% | +120.1% |
| All | +62.8% | -64.3% | +127.1% | +126.8% |
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