+315.4%
PSX vs AVTR
+5.6%
+309.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +7.8% | +0.5% | +7.4% | +7.7% |
| 30D | -10.9% | -1.0% | -9.9% | -10.8% |
| 3M | +14.5% | +12.2% | +2.3% | +11.5% |
| 6M | +56.1% | +97.5% | -41.3% | +33.1% |
| YTD | +109.6% | +35.6% | +74.0% | +92.8% |
| 1Y | +95.5% | +32.8% | +62.7% | +80.6% |
| 3Y | +156.2% | -16.5% | +172.7% | +152.8% |
| 5Y | +310.0% | -59.1% | +369.1% | +377.0% |
| All | +315.4% | +5.6% | +309.8% | +209.4% |
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