+277.2%
TER vs AVTR
-25.8%
+303.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.9% |
| 7D | +11.0% | +7.4% | +3.6% | +9.5% |
| 30D | -1.9% | +12.2% | -14.1% | -4.0% |
| 3M | -0.7% | +57.4% | -58.0% | -10.3% |
| 6M | +36.4% | +86.7% | -50.3% | +18.5% |
| YTD | +92.4% | +33.1% | +59.4% | +77.5% |
| 1Y | +213.5% | +16.1% | +197.4% | +184.7% |
| 3Y | +277.2% | -24.6% | +301.9% | +284.9% |
| All | +277.2% | -25.8% | +303.0% | +284.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling