+398.7%
P vs AVTR
+8.1%
+390.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.3% |
| 7D | -9.6% | +1.9% | -11.5% | -10.0% |
| 30D | -33.4% | +1.5% | -35.0% | -33.6% |
| 3M | +14.2% | +17.1% | -2.9% | +8.2% |
| 6M | +31.6% | +91.5% | -59.9% | +1.1% |
| YTD | +53.5% | +38.8% | +14.6% | +32.2% |
| 1Y | +14.2% | +37.7% | -23.6% | -1.2% |
| 3Y | +190.5% | -13.5% | +204.0% | +177.4% |
| 5Y | +256.3% | -59.3% | +315.7% | +376.5% |
| All | +398.7% | +8.1% | +390.7% | +293.8% |
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