+54.1%
T vs AVTR
+6.9%
+47.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -1.0% | +1.5% | -2.6% | -1.2% |
| 3M | -8.1% | +14.2% | -22.3% | -9.3% |
| 6M | -8.3% | +97.4% | -105.6% | -14.0% |
| YTD | -6.1% | +37.3% | -43.4% | -9.3% |
| 1Y | -7.4% | +36.8% | -44.2% | -10.5% |
| 3Y | +65.4% | -15.2% | +80.7% | +64.7% |
| 5Y | +57.6% | -59.2% | +116.8% | +70.5% |
| All | +54.1% | +6.9% | +47.3% | +39.7% |
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