+440.3%
PBR vs AVTR
+3.6%
+436.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +3.0% |
| 7D | +2.5% | +7.4% | -4.9% | +0.5% |
| 30D | +19.4% | +12.2% | +7.2% | +15.6% |
| 3M | +20.8% | +57.4% | -36.6% | +5.2% |
| 6M | +23.5% | +86.7% | -63.2% | +1.3% |
| YTD | +83.4% | +33.1% | +50.3% | +65.1% |
| 1Y | +77.6% | +16.1% | +61.4% | +62.4% |
| 3Y | +99.9% | -24.6% | +124.5% | +99.3% |
| 5Y | +567.7% | -63.5% | +631.2% | +796.9% |
| All | +440.3% | +3.6% | +436.7% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling