+67.2%
QLD vs AVTR
-60.1%
+127.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +1.7% |
| 7D | -10.3% | -3.6% | -6.7% | -8.8% |
| 30D | -26.1% | +0.8% | -26.8% | -26.2% |
| 3M | -17.8% | +17.4% | -35.1% | -22.9% |
| 6M | -15.6% | +83.5% | -99.1% | -35.8% |
| YTD | +5.4% | +35.0% | -29.6% | -9.7% |
| 1Y | +5.2% | +36.7% | -31.4% | -10.7% |
| 3Y | +139.4% | -15.3% | +154.8% | +126.1% |
| All | +67.2% | -60.1% | +127.3% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling