-53.1%
TE vs AVTR
-18.8%
-34.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | -5.9% | +6.3% | -12.2% | -7.1% |
| 3M | -45.6% | +53.3% | -98.9% | -51.8% |
| 6M | -43.4% | +78.6% | -122.0% | -52.1% |
| YTD | -31.0% | +29.2% | -60.2% | -36.5% |
| 1Y | +145.2% | +13.8% | +131.4% | +128.1% |
| 3Y | -24.1% | -27.4% | +3.4% | -20.8% |
| 5Y | -48.1% | -65.0% | +16.9% | -41.0% |
| All | -53.1% | -18.8% | -34.3% | -48.1% |
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