+54.6%
TER vs AVTR
-60.1%
+114.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.0% |
| 7D | -20.5% | -3.6% | -16.9% | -19.5% |
| 30D | -47.0% | +0.8% | -47.8% | -47.0% |
| 3M | -43.3% | +17.4% | -60.7% | -45.9% |
| 6M | -42.9% | +83.5% | -126.4% | -53.2% |
| YTD | +12.9% | +35.0% | -22.1% | +0.6% |
| 1Y | +18.2% | +36.7% | -18.5% | +4.6% |
| 3Y | +151.8% | -15.3% | +167.1% | +143.3% |
| All | +54.6% | -60.1% | +114.7% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling