+53.8%
NDAQ vs AVTR
-63.6%
+117.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | -2.6% | +7.4% | -10.0% | -3.9% |
| 30D | +0.5% | +12.2% | -11.7% | -1.7% |
| 3M | +9.9% | +57.4% | -47.5% | +0.2% |
| 6M | +8.2% | +86.7% | -78.5% | -5.0% |
| YTD | -1.5% | +33.1% | -34.6% | -7.8% |
| 1Y | +1.3% | +16.1% | -14.8% | -3.8% |
| 3Y | +92.6% | -24.6% | +117.2% | +95.2% |
| 5Y | +53.8% | -63.5% | +117.3% | +92.1% |
| All | +53.8% | -63.6% | +117.4% | +92.1% |
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