-22.7%
U vs AVTR
-31.5%
+8.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | +27.6% | -1.0% | +28.6% | +27.7% |
| 3M | +15.3% | +12.2% | +3.1% | +6.9% |
| 6M | +96.4% | +97.5% | -1.1% | +28.7% |
| YTD | +19.6% | +35.6% | -16.0% | -1.7% |
| 1Y | +42.1% | +32.8% | +9.3% | +17.5% |
| 3Y | +87.5% | -16.5% | +104.0% | +79.2% |
| 5Y | -73.1% | -59.1% | -14.0% | -54.9% |
| All | -22.7% | -31.5% | +8.7% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling