+234.1%
TER vs AVTR
+13.4%
+220.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +3.0% |
| 7D | +12.4% | +1.6% | +10.8% | +12.4% |
| 30D | +5.1% | +8.4% | -3.2% | +5.6% |
| 3M | +4.0% | +50.2% | -46.2% | +5.2% |
| 6M | +29.5% | +82.6% | -53.0% | +32.1% |
| YTD | +98.5% | +29.8% | +68.6% | +89.1% |
| 1Y | +234.1% | +16.0% | +218.1% | +176.4% |
| All | +234.1% | +13.4% | +220.7% | +176.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling