+151.6%
PR vs AVTR
+5.1%
+146.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | -16.4% | -3.6% | -12.8% | -15.1% |
| 30D | -1.9% | +0.8% | -2.7% | -2.3% |
| 3M | +8.0% | +17.4% | -9.4% | +1.0% |
| 6M | +4.1% | +83.5% | -79.4% | -20.4% |
| YTD | +58.7% | +35.0% | +23.7% | +35.4% |
| 1Y | +75.8% | +36.7% | +39.2% | +48.4% |
| 3Y | +73.2% | -15.3% | +88.5% | +62.6% |
| 5Y | +230.1% | -59.5% | +289.6% | +352.4% |
| All | +151.6% | +5.1% | +146.5% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling