+17.0%
O vs AVTR
-63.6%
+80.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.6% |
| 7D | -0.6% | +7.4% | -7.9% | -1.3% |
| 30D | -2.0% | +12.2% | -14.2% | -3.1% |
| 3M | +3.0% | +57.4% | -54.4% | -2.0% |
| 6M | -3.6% | +86.7% | -90.3% | -10.3% |
| YTD | +12.1% | +33.1% | -21.0% | +8.2% |
| 1Y | +8.9% | +16.1% | -7.3% | +6.0% |
| 3Y | +30.3% | -24.6% | +55.0% | +32.3% |
| All | +17.0% | -63.6% | +80.6% | +30.3% |
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 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