+90.1%
RF vs AVTR
-64.3%
+154.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.3% |
| 7D | +1.3% | +2.7% | -1.4% | +0.7% |
| 30D | -3.6% | +12.1% | -15.7% | -6.2% |
| 3M | +8.1% | +57.2% | -49.2% | -3.7% |
| 6M | +11.5% | +73.1% | -61.6% | -3.4% |
| YTD | +15.6% | +30.6% | -15.1% | +6.8% |
| 1Y | +15.7% | +13.5% | +2.2% | +8.6% |
| 3Y | +86.9% | -31.0% | +117.9% | +95.7% |
| All | +90.1% | -64.3% | +154.4% | +112.4% |
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