+26.9%
O vs AVTR
+1.1%
+25.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | -2.0% | -1.5% | -3.1% |
| 30D | -3.3% | +8.1% | -11.4% | -5.0% |
| 3M | -2.8% | +54.2% | -57.0% | -12.3% |
| 6M | -5.8% | +82.6% | -88.3% | -18.6% |
| YTD | +9.4% | +29.8% | -20.5% | +1.6% |
| 1Y | +5.7% | +18.0% | -12.3% | -1.4% |
| 3Y | +27.2% | -26.4% | +53.7% | +28.9% |
| 5Y | +17.2% | -64.8% | +82.0% | +47.6% |
| All | +26.9% | +1.1% | +25.8% | -14.0% |
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