+202.8%
TER vs AVTR
-64.3%
+267.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | +0.6% | +2.7% | -2.1% | -0.2% |
| 30D | -8.3% | +12.1% | -20.3% | -11.4% |
| 3M | -12.2% | +57.2% | -69.5% | -24.4% |
| 6M | +17.1% | +73.1% | -56.0% | -2.5% |
| YTD | +84.7% | +30.6% | +54.0% | +65.9% |
| 1Y | +199.9% | +13.5% | +186.4% | +169.1% |
| 3Y | +232.8% | -31.0% | +263.8% | +251.4% |
| All | +202.8% | -64.3% | +267.2% | +340.2% |
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