+215.7%
PR vs AVTR
-60.9%
+276.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -4.2% |
| 7D | -16.5% | -9.2% | -7.3% | -14.8% |
| 30D | -4.5% | -1.9% | -2.6% | -4.2% |
| 3M | +8.5% | +13.3% | -4.8% | +5.6% |
| 6M | -3.3% | +88.1% | -91.4% | -16.5% |
| YTD | +55.7% | +32.1% | +23.6% | +45.1% |
| 1Y | +82.0% | +30.7% | +51.3% | +69.6% |
| 3Y | +62.5% | -17.6% | +80.0% | +59.6% |
| All | +215.7% | -60.9% | +276.6% | +261.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling