+449.1%
PL vs AVTR
-31.1%
+480.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.9% |
| 7D | -9.3% | +2.7% | -12.0% | -9.9% |
| 30D | -18.9% | +12.1% | -31.0% | -21.0% |
| 3M | -58.4% | +57.2% | -115.6% | -62.9% |
| 6M | -30.3% | +73.1% | -103.4% | -39.7% |
| YTD | -8.1% | +30.6% | -38.7% | -15.0% |
| 1Y | +180.5% | +13.5% | +167.0% | +162.0% |
| All | +449.1% | -31.1% | +480.2% | +503.1% |
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