+5.2%
QLD vs AVTR
+35.2%
-30.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +2.2% |
| 7D | -10.3% | -3.6% | -6.7% | -9.7% |
| 30D | -26.1% | +0.8% | -26.8% | -26.0% |
| 3M | -17.8% | +17.4% | -35.1% | -19.5% |
| 6M | -15.6% | +83.5% | -99.1% | -26.4% |
| YTD | +5.4% | +35.0% | -29.6% | -4.5% |
| 1Y | +5.2% | +36.7% | -31.4% | -5.0% |
| All | +5.2% | +35.2% | -30.0% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling