+281.3%
P vs AVTR
-64.3%
+345.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +6.5% | +2.7% | +3.9% | +5.9% |
| 30D | +18.8% | +12.1% | +6.8% | +15.5% |
| 3M | +26.7% | +57.2% | -30.5% | +11.5% |
| 6M | +62.2% | +73.1% | -10.9% | +37.4% |
| YTD | +48.5% | +30.6% | +17.9% | +36.2% |
| 1Y | +26.4% | +13.5% | +12.9% | +18.3% |
| 3Y | +159.4% | -31.0% | +190.4% | +171.2% |
| All | +281.3% | -64.3% | +345.6% | +449.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling