+200.5%
P vs AVTR
-16.2%
+216.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +11.6% | +0.5% | +11.2% | +11.6% |
| 30D | -23.7% | -1.0% | -22.7% | -23.4% |
| 3M | -8.0% | +12.2% | -20.2% | -9.6% |
| 6M | +27.9% | +97.5% | -69.6% | +10.5% |
| YTD | +61.2% | +35.6% | +25.6% | +51.5% |
| 1Y | +28.6% | +32.8% | -4.2% | +21.7% |
| 3Y | +200.5% | -16.5% | +217.0% | +199.2% |
| All | +200.5% | -16.2% | +216.7% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling