+26.5%
O vs AVTR
+5.6%
+20.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.4% | +0.5% | -0.8% | -0.5% |
| 30D | +7.1% | -1.0% | +8.1% | +7.2% |
| 3M | -5.2% | +12.2% | -17.4% | -7.8% |
| 6M | -1.8% | +97.5% | -99.2% | -16.6% |
| YTD | +9.1% | +35.6% | -26.5% | +0.1% |
| 1Y | +9.7% | +32.8% | -23.1% | +0.9% |
| 3Y | +39.1% | -16.5% | +55.6% | +35.9% |
| 5Y | +8.4% | -59.1% | +67.5% | +30.2% |
| All | +26.5% | +5.6% | +20.9% | -15.3% |
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