+220.4%
PR vs AVTR
-59.2%
+279.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | -12.4% | +1.9% | -14.3% | -12.7% |
| 30D | -6.6% | +1.5% | -8.1% | -6.9% |
| 3M | +7.5% | +17.1% | -9.6% | +3.9% |
| 6M | +10.8% | +91.5% | -80.7% | -4.5% |
| YTD | +57.0% | +38.8% | +18.2% | +44.8% |
| 1Y | +67.9% | +37.7% | +30.2% | +54.8% |
| 3Y | +87.6% | -13.5% | +101.1% | +82.4% |
| 5Y | +220.4% | -59.3% | +279.7% | +264.3% |
| All | +220.4% | -59.2% | +279.5% | +264.3% |
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 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