+186.8%
RF vs AVTR
+1.7%
+185.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.4% |
| 7D | +1.3% | +2.7% | -1.4% | +0.4% |
| 30D | -3.6% | +12.1% | -15.7% | -7.2% |
| 3M | +8.1% | +57.2% | -49.2% | -8.1% |
| 6M | +11.5% | +73.1% | -61.6% | -8.8% |
| YTD | +15.6% | +30.6% | -15.1% | +3.2% |
| 1Y | +15.7% | +13.5% | +2.2% | +5.6% |
| 3Y | +86.9% | -31.0% | +117.9% | +96.7% |
| 5Y | +89.8% | -63.2% | +153.1% | +148.4% |
| All | +186.8% | +1.7% | +185.1% | +103.5% |
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