+308.6%
SPOT vs AVTR
+1.7%
+306.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -2.8% |
| 7D | -0.9% | +2.7% | -3.6% | -1.6% |
| 30D | +12.5% | +12.1% | +0.4% | +9.5% |
| 3M | +9.9% | +57.2% | -47.4% | -1.9% |
| 6M | +1.6% | +73.1% | -71.5% | -11.8% |
| YTD | -6.6% | +30.6% | -37.2% | -13.7% |
| 1Y | -22.9% | +13.5% | -36.4% | -27.8% |
| 3Y | +244.3% | -31.0% | +275.3% | +256.2% |
| 5Y | +117.8% | -63.2% | +181.0% | +170.4% |
| All | +308.6% | +1.7% | +306.9% | +313.9% |
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