+754.0%
TER vs AVTR
+0.6%
+753.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | +6.4% | -1.1% | +7.4% | +6.7% |
| 30D | -5.7% | +6.3% | -12.0% | -7.8% |
| 3M | -0.4% | +53.3% | -53.7% | -15.3% |
| 6M | +25.8% | +78.6% | -52.8% | +1.1% |
| YTD | +96.4% | +29.2% | +67.2% | +74.9% |
| 1Y | +229.2% | +13.8% | +215.4% | +193.5% |
| 3Y | +288.1% | -27.4% | +315.6% | +297.5% |
| 5Y | +219.9% | -65.0% | +285.0% | +334.5% |
| All | +754.0% | +0.6% | +753.4% | +722.7% |
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