+693.7%
QLD vs AVTR
+3.6%
+690.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -1.0% |
| 7D | +3.0% | +7.4% | -4.4% | -0.5% |
| 30D | -1.8% | +12.2% | -14.0% | -7.2% |
| 3M | -1.8% | +57.4% | -59.2% | -23.1% |
| 6M | +36.9% | +86.7% | -49.8% | -2.3% |
| YTD | +28.7% | +33.1% | -4.4% | +7.6% |
| 1Y | +41.9% | +16.1% | +25.7% | +21.6% |
| 3Y | +184.2% | -24.6% | +208.8% | +185.5% |
| 5Y | +122.1% | -63.5% | +185.6% | +246.6% |
| All | +693.7% | +3.6% | +690.1% | +604.9% |
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