+103.2%
TOST vs AVTR
-15.6%
+118.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | +9.4% | -3.6% | +13.1% | +10.4% |
| 30D | +13.5% | +0.8% | +12.7% | +13.1% |
| 3M | -0.1% | +17.4% | -17.5% | -4.4% |
| 6M | +22.5% | +83.5% | -61.0% | +3.3% |
| YTD | -2.4% | +35.0% | -37.4% | -11.3% |
| 1Y | -4.7% | +36.7% | -41.4% | -13.9% |
| 3Y | +103.2% | -15.3% | +118.5% | +65.3% |
| All | +103.2% | -15.6% | +118.8% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling