+105.2%
TQQQ vs AVTR
-64.6%
+169.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.8% |
| 7D | -1.9% | -1.1% | -0.9% | -1.4% |
| 30D | -4.9% | +6.3% | -11.2% | -8.3% |
| 3M | -6.4% | +53.3% | -59.7% | -30.3% |
| 6M | +44.4% | +78.6% | -34.2% | -3.0% |
| YTD | +35.2% | +29.2% | +5.9% | +10.1% |
| 1Y | +49.5% | +13.8% | +35.7% | +24.1% |
| 3Y | +250.7% | -27.4% | +278.2% | +266.2% |
| All | +105.2% | -64.6% | +169.8% | +402.9% |
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