-28.1%
TGT vs AVTR
-58.9%
+30.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +2.6% | +0.5% | +2.2% | +2.6% |
| 30D | +4.7% | -1.0% | +5.7% | +4.8% |
| 3M | +4.6% | +12.2% | -7.7% | +1.4% |
| 6M | +34.9% | +97.5% | -62.6% | +12.6% |
| YTD | +70.9% | +35.6% | +35.3% | +55.9% |
| 1Y | +84.4% | +32.8% | +51.5% | +68.8% |
| 3Y | +69.1% | -16.5% | +85.6% | +65.5% |
| All | -28.1% | -58.9% | +30.8% | -15.8% |
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