-44.5%
TOST vs AVTR
-64.1%
+19.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.3% |
| 7D | +9.4% | -3.6% | +13.1% | +10.9% |
| 30D | +13.5% | +0.8% | +12.7% | +12.9% |
| 3M | -0.1% | +17.4% | -17.5% | -7.0% |
| 6M | +22.5% | +83.5% | -61.0% | -7.3% |
| YTD | -2.4% | +35.0% | -37.4% | -16.2% |
| 1Y | -4.7% | +36.7% | -41.4% | -18.9% |
| 3Y | +103.2% | -15.3% | +118.5% | +89.7% |
| 5Y | -41.2% | -59.5% | +18.2% | +1.3% |
| All | -44.5% | -64.1% | +19.6% | +0.9% |
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