+72.2%
T vs AVTR
+1.1%
+71.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.6% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | +4.6% | +8.4% | -3.8% | +3.9% |
| 3M | +12.2% | +50.2% | -37.9% | +8.1% |
| 6M | -6.5% | +82.6% | -89.0% | -11.7% |
| YTD | +4.9% | +29.8% | -24.9% | +2.0% |
| 1Y | -10.5% | +16.0% | -26.5% | -12.5% |
| 3Y | +104.6% | -26.4% | +131.0% | +107.2% |
| 5Y | +64.2% | -64.5% | +128.7% | +80.6% |
| All | +72.2% | +1.1% | +71.1% | +57.0% |
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