+300.0%
PSX vs AVTR
+1.7%
+298.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +4.5% | +2.7% | +1.9% | +3.9% |
| 30D | +26.6% | +12.1% | +14.6% | +23.5% |
| 3M | +39.3% | +57.2% | -18.0% | +25.3% |
| 6M | +56.8% | +73.1% | -16.2% | +37.3% |
| YTD | +101.8% | +30.6% | +71.2% | +87.4% |
| 1Y | +99.6% | +13.5% | +86.1% | +87.6% |
| 3Y | +140.3% | -31.0% | +171.4% | +148.3% |
| 5Y | +339.3% | -63.2% | +402.6% | +423.9% |
| All | +300.0% | +1.7% | +298.3% | +200.7% |
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