+240.4%
TPR vs AVTR
-64.3%
+304.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | -2.3% | +2.7% | -5.0% | -2.9% |
| 30D | -23.0% | +12.1% | -35.0% | -25.1% |
| 3M | -12.5% | +57.2% | -69.7% | -22.2% |
| 6M | -21.4% | +73.1% | -94.5% | -32.0% |
| YTD | -3.5% | +30.6% | -34.1% | -11.1% |
| 1Y | +17.4% | +13.5% | +3.9% | +10.0% |
| 3Y | +291.3% | -31.0% | +322.3% | +306.7% |
| All | +240.4% | -64.3% | +304.7% | +321.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling