+167.9%
RF vs AVTR
+2.9%
+165.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -1.1% |
| 7D | -1.6% | -9.2% | +7.6% | +1.4% |
| 30D | +5.0% | -1.9% | +6.9% | +5.6% |
| 3M | -10.0% | +13.3% | -23.3% | -13.9% |
| 6M | +3.3% | +88.1% | -84.7% | -17.8% |
| YTD | +7.9% | +32.1% | -24.2% | -4.2% |
| 1Y | +21.2% | +30.7% | -9.5% | +7.7% |
| 3Y | +105.8% | -17.6% | +123.4% | +101.5% |
| 5Y | +43.7% | -60.3% | +104.1% | +83.0% |
| All | +167.9% | +2.9% | +165.0% | +88.9% |
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