+533.8%
QLD vs AVTR
+2.9%
+530.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.3% | -9.5% | -11.2% |
| 7D | -18.6% | -9.2% | -9.3% | -14.5% |
| 30D | -28.3% | -1.9% | -26.4% | -27.6% |
| 3M | -20.4% | +13.3% | -33.7% | -25.2% |
| 6M | -14.3% | +88.1% | -102.4% | -39.0% |
| YTD | +2.8% | +32.1% | -29.4% | -14.0% |
| 1Y | -1.2% | +30.7% | -32.0% | -17.3% |
| 3Y | +135.3% | -17.6% | +152.9% | +124.5% |
| 5Y | +62.6% | -60.3% | +122.9% | +142.0% |
| All | +533.8% | +2.9% | +530.9% | +463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling