+369.2%
P vs AVTR
+5.1%
+364.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.4% | +2.8% |
| 7D | -23.8% | -3.6% | -20.2% | -22.6% |
| 30D | -36.6% | +0.8% | -37.4% | -36.7% |
| 3M | +10.9% | +17.4% | -6.5% | +4.9% |
| 6M | +30.0% | +83.5% | -53.5% | +1.4% |
| YTD | +44.4% | +35.0% | +9.4% | +25.5% |
| 1Y | +3.9% | +36.7% | -32.7% | -9.9% |
| 3Y | +176.6% | -15.3% | +191.9% | +165.8% |
| 5Y | +249.3% | -59.5% | +308.8% | +366.0% |
| All | +369.2% | +5.1% | +364.1% | +274.1% |
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