+250.7%
TQQQ vs AVTR
-27.0%
+277.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | -1.9% | -1.1% | -0.9% | -1.6% |
| 30D | -4.9% | +6.3% | -11.2% | -6.9% |
| 3M | -6.4% | +53.3% | -59.7% | -22.1% |
| 6M | +44.4% | +78.6% | -34.2% | +12.6% |
| YTD | +35.2% | +29.2% | +5.9% | +18.9% |
| 1Y | +49.5% | +13.8% | +35.7% | +33.2% |
| 3Y | +250.7% | -27.4% | +278.2% | +283.0% |
| All | +250.7% | -27.0% | +277.7% | +283.0% |
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