+308.3%
QQQ vs AVTR
+0.6%
+307.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -1.2% | +6.3% | -7.5% | -2.7% |
| 3M | -0.2% | +53.3% | -53.5% | -10.9% |
| 6M | +17.9% | +78.6% | -60.7% | +0.9% |
| YTD | +16.6% | +29.2% | -12.6% | +7.6% |
| 1Y | +23.0% | +13.8% | +9.1% | +14.9% |
| 3Y | +92.9% | -27.4% | +120.4% | +95.8% |
| 5Y | +95.6% | -65.0% | +160.6% | +143.3% |
| All | +308.3% | +0.6% | +307.7% | +272.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling