+26.8%
PL vs AVTR
-53.6%
+80.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.7% |
| 7D | -6.8% | -3.6% | -3.2% | -5.7% |
| 30D | -29.3% | +0.8% | -30.1% | -29.4% |
| 3M | -44.8% | +17.4% | -62.1% | -47.2% |
| 6M | -68.4% | +83.5% | -151.9% | -74.1% |
| YTD | -36.4% | +35.0% | -71.4% | -43.0% |
| 1Y | +0.7% | +36.7% | -35.9% | -10.6% |
| 3Y | +455.3% | -15.3% | +470.6% | +458.3% |
| 5Y | +22.7% | -59.5% | +82.2% | +79.8% |
| All | +26.8% | -53.6% | +80.4% | +85.1% |
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