+62.1%
T vs AVTR
-13.5%
+75.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.8% |
| 7D | +1.7% | +1.9% | -0.2% | +1.7% |
| 30D | -1.7% | +1.5% | -3.2% | -1.7% |
| 3M | -7.3% | +17.1% | -24.4% | -7.2% |
| 6M | -11.2% | +91.5% | -102.7% | -11.0% |
| YTD | -8.1% | +38.8% | -46.9% | -7.5% |
| 1Y | -8.0% | +37.7% | -45.8% | -7.5% |
| 3Y | +62.1% | -13.5% | +75.6% | +77.5% |
| All | +62.1% | -13.5% | +75.6% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling