+19.3%
TPR vs AVTR
+37.4%
-18.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.5% |
| 7D | +12.6% | -6.2% | +18.9% | +13.5% |
| 30D | +7.1% | -1.0% | +8.2% | +7.2% |
| 3M | -19.4% | +14.4% | -33.8% | -20.8% |
| 6M | -9.7% | +95.9% | -105.6% | -20.0% |
| YTD | -1.0% | +36.6% | -37.6% | -8.3% |
| 1Y | +19.3% | +35.1% | -15.8% | +12.8% |
| All | +19.3% | +37.4% | -18.1% | +12.8% |
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 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