+256.1%
TPR vs AVTR
-60.1%
+316.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | +14.2% | -3.6% | +17.8% | +15.0% |
| 30D | +17.1% | +0.8% | +16.3% | +16.6% |
| 3M | -17.7% | +17.4% | -35.1% | -21.1% |
| 6M | -10.2% | +83.5% | -93.7% | -23.9% |
| YTD | +4.9% | +35.0% | -30.1% | -4.6% |
| 1Y | +36.1% | +36.7% | -0.5% | +23.1% |
| 3Y | +416.5% | -15.3% | +431.8% | +398.1% |
| All | +256.1% | -60.1% | +316.2% | +363.7% |
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