+75.0%
T vs AVTR
+1.1%
+73.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | -2.0% | -0.4% | -2.3% |
| 30D | +4.3% | +8.1% | -3.8% | +3.6% |
| 3M | +11.6% | +54.2% | -42.6% | +7.2% |
| 6M | -5.6% | +82.6% | -88.2% | -10.9% |
| YTD | +6.6% | +29.8% | -23.3% | +3.6% |
| 1Y | -8.4% | +18.0% | -26.4% | -10.6% |
| 3Y | +107.8% | -26.4% | +134.3% | +110.5% |
| 5Y | +68.3% | -64.8% | +133.1% | +85.4% |
| All | +75.0% | +1.1% | +73.9% | +59.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling