-48.5%
TE vs AVTR
-64.7%
+16.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | -16.3% | +8.1% | -24.3% | -18.4% |
| 3M | -40.8% | +54.2% | -94.9% | -50.9% |
| 6M | -42.6% | +82.6% | -125.2% | -56.0% |
| YTD | -31.4% | +29.8% | -61.3% | -39.6% |
| 1Y | +144.9% | +18.0% | +126.9% | +114.7% |
| 3Y | -26.0% | -26.4% | +0.4% | -20.7% |
| 5Y | -48.5% | -64.8% | +16.4% | -17.1% |
| All | -48.5% | -64.7% | +16.2% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling