+461.3%
TER vs AVTR
+5.6%
+455.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +14.4% | +0.5% | +13.9% | +14.3% |
| 30D | -30.6% | -1.0% | -29.6% | -30.1% |
| 3M | -39.2% | +12.2% | -51.4% | -41.5% |
| 6M | -31.3% | +97.5% | -128.7% | -46.4% |
| YTD | +29.1% | +35.6% | -6.5% | +13.2% |
| 1Y | +47.4% | +32.8% | +14.6% | +29.9% |
| 3Y | +191.2% | -16.5% | +207.7% | +183.6% |
| 5Y | +74.0% | -59.1% | +133.1% | +123.7% |
| All | +461.3% | +5.6% | +455.7% | +432.6% |
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