+168.4%
TGT vs AVTR
+0.6%
+167.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -5.2% | -1.1% | -4.2% | -5.0% |
| 30D | +1.2% | +6.3% | -5.1% | -0.2% |
| 3M | +18.4% | +53.3% | -34.9% | +6.9% |
| 6M | +33.4% | +78.6% | -45.2% | +15.8% |
| YTD | +63.8% | +29.2% | +34.6% | +52.3% |
| 1Y | +77.2% | +13.8% | +63.3% | +67.4% |
| 3Y | +41.8% | -27.4% | +69.2% | +44.5% |
| 5Y | -25.5% | -65.0% | +39.5% | -13.2% |
| All | +168.4% | +0.6% | +167.8% | +160.5% |
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