+390.5%
P vs AVTR
+3.6%
+386.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.0% |
| 7D | +7.8% | +7.4% | +0.5% | +5.2% |
| 30D | +12.3% | +12.2% | +0.1% | +7.8% |
| 3M | +37.1% | +57.4% | -20.3% | +14.3% |
| 6M | +66.1% | +86.7% | -20.6% | +27.9% |
| YTD | +50.9% | +33.1% | +17.9% | +31.7% |
| 1Y | +27.2% | +16.1% | +11.1% | +14.0% |
| 3Y | +158.7% | -24.6% | +183.3% | +160.1% |
| 5Y | +291.1% | -63.5% | +354.6% | +445.0% |
| All | +390.5% | +3.6% | +386.9% | +292.3% |
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