+30.4%
O vs AVTR
+1.7%
+28.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | -0.7% | +2.7% | -3.4% | -1.3% |
| 30D | -1.9% | +12.1% | -13.9% | -4.3% |
| 3M | +3.8% | +57.2% | -53.4% | -6.7% |
| 6M | -4.7% | +73.1% | -77.8% | -16.7% |
| YTD | +12.5% | +30.6% | -18.2% | +4.3% |
| 1Y | +10.8% | +13.5% | -2.7% | +4.5% |
| 3Y | +28.8% | -31.0% | +59.8% | +33.2% |
| 5Y | +13.2% | -63.2% | +76.4% | +40.1% |
| All | +30.4% | +1.7% | +28.7% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling