+53.6%
T vs AVTR
+5.6%
+48.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.5% | +0.5% | +2.1% | +2.5% |
| 30D | -3.8% | -1.0% | -2.8% | -3.8% |
| 3M | -8.7% | +12.2% | -20.9% | -9.8% |
| 6M | -8.1% | +97.5% | -105.6% | -13.9% |
| YTD | -6.4% | +35.6% | -42.1% | -9.5% |
| 1Y | -9.8% | +32.8% | -42.6% | -12.6% |
| 3Y | +65.5% | -16.5% | +82.0% | +64.9% |
| 5Y | +57.0% | -59.1% | +116.1% | +69.6% |
| All | +53.6% | +5.6% | +48.0% | +39.3% |
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