+360.9%
TPR vs AVTR
+3.6%
+357.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.3% |
| 7D | -3.4% | +7.4% | -10.8% | -5.4% |
| 30D | -27.3% | +12.2% | -39.5% | -29.8% |
| 3M | -16.2% | +57.4% | -73.6% | -27.5% |
| 6M | -17.9% | +86.7% | -104.5% | -32.8% |
| YTD | -7.1% | +33.1% | -40.2% | -16.5% |
| 1Y | +13.6% | +16.1% | -2.5% | +4.2% |
| 3Y | +293.7% | -24.6% | +318.4% | +296.4% |
| 5Y | +239.1% | -63.5% | +302.6% | +333.8% |
| All | +360.9% | +3.6% | +357.3% | +299.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling