+516.5%
PL vs AVTR
-16.2%
+532.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +10.0% | +0.5% | +9.6% | +10.0% |
| 30D | -2.3% | -1.0% | -1.2% | -1.9% |
| 3M | -44.2% | +12.2% | -56.4% | -45.4% |
| 6M | -66.1% | +97.5% | -163.6% | -70.9% |
| YTD | -30.0% | +35.6% | -65.6% | -35.0% |
| 1Y | +21.0% | +32.8% | -11.8% | +12.6% |
| 3Y | +516.5% | -16.5% | +533.0% | +543.1% |
| All | +516.5% | -16.2% | +532.7% | +543.1% |
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 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