+166.9%
RF vs AVTR
+5.1%
+161.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.0% |
| 7D | -0.9% | -3.6% | +2.7% | +0.2% |
| 30D | +6.0% | +0.8% | +5.2% | +5.6% |
| 3M | -8.9% | +17.4% | -26.3% | -13.8% |
| 6M | +2.3% | +83.5% | -81.2% | -17.8% |
| YTD | +7.6% | +35.0% | -27.4% | -5.2% |
| 1Y | +21.2% | +36.7% | -15.5% | +6.1% |
| 3Y | +108.5% | -15.3% | +123.9% | +102.3% |
| 5Y | +43.2% | -59.5% | +102.7% | +81.1% |
| All | +166.9% | +5.1% | +161.8% | +86.9% |
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