+287.2%
PAAS vs AVTR
+6.1%
+281.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -7.0% | +3.2% | -10.2% | -7.7% |
| 30D | -15.3% | +0.5% | -15.7% | -15.4% |
| 3M | -27.7% | +12.1% | -39.9% | -29.6% |
| 6M | -40.5% | +91.2% | -131.6% | -48.8% |
| YTD | -26.5% | +36.3% | -62.8% | -32.4% |
| 1Y | -0.8% | +35.2% | -36.0% | -8.7% |
| 3Y | +196.9% | -15.8% | +212.8% | +192.0% |
| 5Y | +49.2% | -58.9% | +108.1% | +73.1% |
| All | +287.2% | +6.1% | +281.1% | +222.7% |
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