+45.2%
PL vs AVTR
-52.3%
+97.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.8% | +11.7% | +13.7% |
| 7D | +10.9% | +1.9% | +9.0% | +10.5% |
| 30D | -16.4% | +1.5% | -17.9% | -16.6% |
| 3M | -39.9% | +17.1% | -57.0% | -42.6% |
| 6M | -63.2% | +91.5% | -154.6% | -70.2% |
| YTD | -27.1% | +38.8% | -66.0% | -35.2% |
| 1Y | +12.2% | +37.7% | -25.6% | -0.5% |
| 3Y | +584.3% | -13.5% | +597.8% | +584.9% |
| 5Y | +37.0% | -59.3% | +96.3% | +99.4% |
| All | +45.2% | -52.3% | +97.4% | +110.4% |
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