+44.1%
PL vs AVTR
-53.3%
+97.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +5.6% | -0.1% | +5.8% | +5.9% |
| 30D | -16.9% | -0.6% | -16.3% | -16.6% |
| 3M | -38.2% | +13.4% | -51.6% | -40.4% |
| 6M | -63.4% | +87.4% | -150.8% | -70.2% |
| YTD | -27.6% | +35.9% | -63.5% | -35.3% |
| 1Y | +6.6% | +35.4% | -28.8% | -5.0% |
| 3Y | +557.6% | -16.1% | +573.7% | +565.1% |
| 5Y | +39.5% | -59.4% | +98.9% | +104.2% |
| All | +44.1% | -53.3% | +97.4% | +110.2% |
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 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