+27.4%
O vs AVTR
+6.1%
+21.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | +8.3% | +0.5% | +7.8% | +8.0% |
| 3M | -4.0% | +12.1% | -16.1% | -6.6% |
| 6M | -2.6% | +91.2% | -93.8% | -16.7% |
| YTD | +9.9% | +36.3% | -26.4% | +0.7% |
| 1Y | +9.8% | +35.2% | -25.4% | +0.6% |
| 3Y | +39.7% | -15.8% | +55.6% | +36.2% |
| 5Y | +9.2% | -58.9% | +68.1% | +31.0% |
| All | +27.4% | +6.1% | +21.3% | -14.7% |
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