-17.4%
TOST vs AVTR
+16.8%
-34.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -3.4% | +2.7% | -6.1% | -4.1% |
| 30D | -2.4% | +12.1% | -14.5% | -5.5% |
| 3M | +34.6% | +57.2% | -22.6% | +16.8% |
| 6M | +15.2% | +73.1% | -57.9% | -3.5% |
| YTD | -4.4% | +30.6% | -35.0% | -13.6% |
| 1Y | -17.4% | +13.5% | -30.9% | -23.5% |
| All | -17.4% | +16.8% | -34.2% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling