+595.4%
QLD vs AVTR
+5.6%
+589.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.2% |
| 7D | +7.0% | +0.5% | +6.6% | +6.9% |
| 30D | -14.3% | -1.0% | -13.3% | -13.7% |
| 3M | -16.0% | +12.2% | -28.2% | -20.6% |
| 6M | -14.2% | +97.5% | -111.7% | -40.2% |
| YTD | +12.8% | +35.6% | -22.8% | -6.7% |
| 1Y | +14.1% | +32.8% | -18.8% | -5.1% |
| 3Y | +146.0% | -16.5% | +162.5% | +133.8% |
| 5Y | +82.0% | -59.1% | +141.2% | +167.3% |
| All | +595.4% | +5.6% | +589.9% | +511.4% |
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 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