-2.7%
MSCI vs AVTR
+15.8%
-18.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.6% | -3.9% |
| 7D | -2.1% | +7.4% | -9.5% | -2.6% |
| 30D | -1.7% | +12.2% | -14.0% | -2.6% |
| 3M | -8.2% | +57.4% | -65.6% | -11.6% |
| 6M | -2.4% | +86.7% | -89.1% | -7.8% |
| YTD | -2.8% | +33.1% | -35.9% | -6.3% |
| 1Y | -2.7% | +16.1% | -18.8% | -2.5% |
| All | -2.7% | +15.8% | -18.5% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling