+306.9%
PSX vs AVTR
+0.6%
+306.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +1.7% | -1.1% | +2.8% | +1.9% |
| 30D | +15.6% | +6.3% | +9.3% | +14.0% |
| 3M | +46.5% | +53.3% | -6.9% | +32.6% |
| 6M | +55.0% | +78.6% | -23.6% | +34.7% |
| YTD | +105.3% | +29.2% | +76.1% | +91.0% |
| 1Y | +101.6% | +13.8% | +87.8% | +89.3% |
| 3Y | +134.1% | -27.4% | +161.6% | +138.6% |
| 5Y | +368.7% | -65.0% | +433.7% | +467.7% |
| All | +306.9% | +0.6% | +306.3% | +206.5% |
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