+108.5%
RF vs AVTR
-15.6%
+124.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.8% |
| 7D | -0.9% | -3.6% | +2.7% | -0.3% |
| 30D | +6.0% | +0.8% | +5.2% | +5.8% |
| 3M | -8.9% | +17.4% | -26.3% | -11.8% |
| 6M | +2.3% | +83.5% | -81.2% | -10.4% |
| YTD | +7.6% | +35.0% | -27.4% | -0.1% |
| 1Y | +21.2% | +36.7% | -15.5% | +12.1% |
| 3Y | +108.5% | -15.3% | +123.9% | +81.7% |
| All | +108.5% | -15.6% | +124.1% | +81.7% |
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