-45.7%
TOST vs AVTR
-65.3%
+19.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -3.4% | +2.7% | -6.1% | -4.5% |
| 30D | -2.4% | +12.1% | -14.5% | -7.1% |
| 3M | +34.6% | +57.2% | -22.6% | +9.6% |
| 6M | +15.2% | +73.1% | -57.9% | -10.5% |
| YTD | -4.4% | +30.6% | -35.0% | -16.5% |
| 1Y | -17.4% | +13.5% | -30.9% | -25.5% |
| 3Y | +54.5% | -31.0% | +85.5% | +65.1% |
| All | -45.7% | -65.3% | +19.6% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling