+65.4%
NDAQ vs AVTR
-59.2%
+124.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.8% |
| 7D | -0.1% | +1.9% | -2.0% | -0.5% |
| 30D | +15.9% | +1.5% | +14.3% | +15.4% |
| 3M | +15.1% | +17.1% | -2.0% | +11.5% |
| 6M | +22.9% | +91.5% | -68.6% | +7.5% |
| YTD | +12.8% | +38.8% | -26.0% | +4.6% |
| 1Y | +26.0% | +37.7% | -11.7% | +16.8% |
| 3Y | +119.7% | -13.5% | +133.2% | +115.4% |
| 5Y | +65.4% | -59.3% | +124.7% | +108.5% |
| All | +65.4% | -59.2% | +124.6% | +108.5% |
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 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