+153.8%
QLD vs AVTR
-15.2%
+169.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -15.7% | +1.5% | -17.3% | -15.9% |
| 3M | -10.0% | +14.2% | -24.3% | -12.9% |
| 6M | -11.2% | +97.4% | -108.6% | -26.7% |
| YTD | +16.4% | +37.3% | -20.9% | +5.2% |
| 1Y | +12.7% | +36.8% | -24.1% | +1.7% |
| All | +153.8% | -15.2% | +169.0% | +171.5% |
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