+1,684.5%
PLTR vs AVTR
-34.0%
+1,718.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.5% |
| 7D | 0.0% | +1.6% | -1.5% | -0.5% |
| 30D | -3.3% | +8.4% | -11.6% | -6.2% |
| 3M | +28.4% | +50.2% | -21.8% | +8.2% |
| 6M | +8.4% | +82.6% | -74.2% | -16.0% |
| YTD | -4.6% | +29.8% | -34.5% | -15.9% |
| 1Y | +4.4% | +16.0% | -11.6% | -8.0% |
| 3Y | +1,020.5% | -26.4% | +1,046.9% | +1,025.7% |
| 5Y | +548.8% | -64.5% | +613.3% | +974.6% |
| All | +1,684.5% | -34.0% | +1,718.5% | +1,900.9% |
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