+39.1%
TEAM vs AVTR
+0.6%
+38.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -5.2% | -1.1% | -4.1% | -4.9% |
| 30D | +15.8% | +6.3% | +9.4% | +13.2% |
| 3M | +101.5% | +53.3% | +48.1% | +71.8% |
| 6M | +138.2% | +78.6% | +59.5% | +90.9% |
| YTD | +10.8% | +29.2% | -18.4% | -0.6% |
| 1Y | +1.7% | +13.8% | -12.1% | -7.0% |
| 3Y | -16.0% | -27.4% | +11.4% | -12.5% |
| 5Y | -52.7% | -65.0% | +12.3% | -35.4% |
| All | +39.1% | +0.6% | +38.5% | +51.8% |
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