-69.4%
PL vs AVTR
+87.4%
-156.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.3% | -6.9% | -9.5% |
| 7D | -20.5% | -9.2% | -11.3% | -19.2% |
| 30D | -38.8% | -1.9% | -36.9% | -38.4% |
| 3M | -49.1% | +13.3% | -62.5% | -49.6% |
| 6M | -69.4% | +88.1% | -157.5% | -74.3% |
| All | -69.4% | +87.4% | -156.8% | -74.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling