+217.6%
MSCI vs AVTR
+6.9%
+210.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | +16.5% | +1.5% | +14.9% | +15.7% |
| 3M | +18.2% | +14.2% | +4.0% | +12.7% |
| 6M | +14.0% | +97.4% | -83.4% | -11.1% |
| YTD | +16.6% | +37.3% | -20.7% | +1.9% |
| 1Y | +14.8% | +36.8% | -22.0% | +0.1% |
| 3Y | +33.3% | -15.2% | +48.5% | +26.7% |
| 5Y | +9.1% | -59.2% | +68.2% | +42.5% |
| All | +217.6% | +6.9% | +210.8% | +155.9% |
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 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