+403.1%
PL vs AVTR
-17.4%
+420.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.3% | -6.9% | -9.5% |
| 7D | -20.5% | -9.2% | -11.3% | -18.9% |
| 30D | -38.8% | -1.9% | -36.9% | -38.5% |
| 3M | -49.1% | +13.3% | -62.5% | -50.3% |
| 6M | -69.4% | +88.1% | -157.5% | -73.5% |
| YTD | -42.3% | +32.1% | -74.5% | -46.3% |
| 1Y | -14.2% | +30.7% | -44.9% | -20.1% |
| All | +403.1% | -17.4% | +420.5% | +410.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling