+133.5%
QLD vs AVTR
-17.4%
+150.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.3% | -9.5% | -11.9% |
| 7D | -18.6% | -9.2% | -9.3% | -16.5% |
| 30D | -28.3% | -1.9% | -26.4% | -27.9% |
| 3M | -20.4% | +13.3% | -33.7% | -22.8% |
| 6M | -14.3% | +88.1% | -102.4% | -28.4% |
| YTD | +2.8% | +32.1% | -29.4% | -6.3% |
| 1Y | -1.2% | +30.7% | -32.0% | -9.8% |
| All | +133.5% | -17.4% | +150.9% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling