+433.9%
P vs AVTR
+6.1%
+427.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.6% |
| 7D | +17.8% | +3.2% | +14.7% | +16.6% |
| 30D | -29.9% | +0.5% | -30.3% | -29.8% |
| 3M | -1.2% | +12.1% | -13.3% | -5.0% |
| 6M | +32.1% | +91.2% | -59.1% | +1.8% |
| YTD | +64.3% | +36.3% | +28.0% | +42.4% |
| 1Y | +24.3% | +35.2% | -11.0% | +8.3% |
| 3Y | +203.2% | -15.8% | +219.1% | +192.7% |
| 5Y | +290.4% | -58.9% | +349.4% | +418.2% |
| All | +433.9% | +6.1% | +427.8% | +324.4% |
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