+585.8%
QLD vs AVTR
+5.8%
+580.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.5% |
| 30D | -20.5% | -0.6% | -19.9% | -20.2% |
| 3M | -14.6% | +13.4% | -28.0% | -19.8% |
| 6M | -14.7% | +87.4% | -102.0% | -39.1% |
| YTD | +11.2% | +35.9% | -24.7% | -8.1% |
| 1Y | +7.1% | +35.4% | -28.3% | -11.8% |
| 3Y | +141.1% | -16.1% | +157.2% | +128.6% |
| 5Y | +84.3% | -59.4% | +143.6% | +171.5% |
| All | +585.8% | +5.8% | +580.0% | +502.2% |
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