+325.3%
SLV vs AVTR
+1.1%
+324.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -5.0% | -2.0% | -3.0% | -4.8% |
| 30D | -1.8% | +8.1% | -9.9% | -2.6% |
| 3M | -0.3% | +54.2% | -54.5% | -5.1% |
| 6M | -28.2% | +82.6% | -110.8% | -33.0% |
| YTD | -10.7% | +29.8% | -40.6% | -14.0% |
| 1Y | +53.7% | +18.0% | +35.7% | +48.3% |
| 3Y | +173.7% | -26.4% | +200.1% | +175.1% |
| 5Y | +161.5% | -64.8% | +226.3% | +184.2% |
| All | +325.3% | +1.1% | +324.2% | +281.2% |
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