+168.4%
PR vs AVTR
+1.7%
+166.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | +2.9% | +2.7% | +0.2% | +1.7% |
| 30D | +18.0% | +12.1% | +6.0% | +12.7% |
| 3M | +16.9% | +57.2% | -40.4% | -4.1% |
| 6M | +28.2% | +73.1% | -44.9% | -0.3% |
| YTD | +69.3% | +30.6% | +38.7% | +46.6% |
| 1Y | +69.5% | +13.5% | +56.0% | +49.9% |
| 3Y | +81.7% | -31.0% | +112.7% | +89.7% |
| 5Y | +422.2% | -63.2% | +485.5% | +647.4% |
| All | +168.4% | +1.7% | +166.7% | +97.9% |
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 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