+235.8%
META vs AVTR
+1.7%
+234.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +6.7% | +2.7% | +4.0% | +5.9% |
| 30D | +4.8% | +12.1% | -7.3% | +1.5% |
| 3M | -1.6% | +57.2% | -58.9% | -13.9% |
| 6M | -7.5% | +73.1% | -80.5% | -21.5% |
| YTD | -6.4% | +30.6% | -37.0% | -14.7% |
| 1Y | -17.3% | +13.5% | -30.8% | -23.4% |
| 3Y | +109.9% | -31.0% | +140.9% | +117.6% |
| 5Y | +65.4% | -63.2% | +128.6% | +110.5% |
| All | +235.8% | +1.7% | +234.1% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling