+176.1%
QLD vs AVTR
-31.1%
+207.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.7% |
| 7D | +0.6% | +2.7% | -2.1% | -0.1% |
| 30D | -0.1% | +12.1% | -12.2% | -2.8% |
| 3M | -8.4% | +57.2% | -65.6% | -19.3% |
| 6M | +32.2% | +73.1% | -40.9% | +12.9% |
| YTD | +28.9% | +30.6% | -1.7% | +18.0% |
| 1Y | +43.8% | +13.5% | +30.3% | +33.4% |
| All | +176.1% | -31.1% | +207.2% | +188.8% |
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