+233.7%
SLV vs AVTR
+6.1%
+227.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -3.9% | +3.2% | -7.0% | -4.2% |
| 30D | -15.6% | +0.5% | -16.1% | -15.7% |
| 3M | -23.6% | +12.1% | -35.7% | -24.6% |
| 6M | -42.6% | +91.2% | -133.7% | -46.7% |
| YTD | -30.0% | +36.3% | -66.3% | -32.9% |
| 1Y | -6.6% | +35.2% | -41.9% | -10.5% |
| 3Y | +121.8% | -15.8% | +137.7% | +119.6% |
| 5Y | +92.7% | -58.9% | +151.6% | +105.6% |
| All | +233.7% | +6.1% | +227.6% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling