+416.5%
TPR vs AVTR
-15.6%
+432.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | +14.2% | -3.6% | +17.8% | +14.8% |
| 30D | +17.1% | +0.8% | +16.3% | +16.8% |
| 3M | -17.7% | +17.4% | -35.1% | -20.0% |
| 6M | -10.2% | +83.5% | -93.7% | -19.8% |
| YTD | +4.9% | +35.0% | -30.1% | -1.8% |
| 1Y | +36.1% | +36.7% | -0.5% | +26.9% |
| 3Y | +416.5% | -15.3% | +431.8% | +375.6% |
| All | +416.5% | -15.6% | +432.0% | +375.6% |
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