+30.0%
P vs AVTR
+84.2%
-54.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.4% | +3.8% |
| 7D | -23.8% | -3.6% | -20.2% | -24.3% |
| 30D | -36.6% | +0.8% | -37.4% | -36.2% |
| 3M | +10.9% | +17.4% | -6.5% | +17.1% |
| 6M | +30.0% | +83.5% | -53.5% | +72.5% |
| All | +30.0% | +84.2% | -54.2% | +72.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling