+108.2%
T vs AVTR
-25.8%
+134.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.5% | +7.4% | -8.9% | -1.5% |
| 30D | +7.6% | +12.2% | -4.6% | +7.6% |
| 3M | +15.3% | +57.4% | -42.1% | +15.1% |
| 6M | -8.5% | +86.7% | -95.1% | -8.8% |
| YTD | +6.8% | +33.1% | -26.3% | +7.1% |
| 1Y | -7.2% | +16.1% | -23.4% | -6.5% |
| 3Y | +108.2% | -24.6% | +132.9% | +112.2% |
| All | +108.2% | -25.8% | +134.0% | +112.2% |
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