-7.5%
MSCI vs AVTR
-64.3%
+56.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | +0.4% | +2.7% | -2.3% | -0.3% |
| 30D | +0.6% | +12.1% | -11.5% | -2.3% |
| 3M | -7.1% | +57.2% | -64.3% | -17.9% |
| 6M | +0.8% | +73.1% | -72.2% | -13.5% |
| YTD | +1.0% | +30.6% | -29.6% | -7.2% |
| 1Y | +4.3% | +13.5% | -9.2% | -2.3% |
| 3Y | +9.9% | -31.0% | +41.0% | +15.5% |
| All | -7.5% | -64.3% | +56.8% | +38.6% |
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