+1,706.1%
PLTR vs AVTR
-30.7%
+1,736.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +10.7% | +3.2% | +7.5% | +9.4% |
| 30D | -17.8% | +0.5% | -18.2% | -17.8% |
| 3M | +0.3% | +12.1% | -11.8% | -4.1% |
| 6M | +26.2% | +91.2% | -65.0% | -3.7% |
| YTD | -3.5% | +36.3% | -39.8% | -16.5% |
| 1Y | -6.8% | +35.2% | -42.1% | -19.5% |
| 3Y | +772.3% | -15.8% | +788.1% | +711.6% |
| 5Y | +651.6% | -58.9% | +710.5% | +1,051.9% |
| All | +1,706.1% | -30.7% | +1,736.8% | +1,886.9% |
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