+86.4%
U vs AVTR
-15.3%
+101.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | +24.4% | -0.1% | +24.5% | +24.2% |
| 30D | +7.4% | -0.6% | +8.0% | +7.3% |
| 3M | +16.8% | +13.4% | +3.4% | +10.6% |
| 6M | +78.8% | +87.4% | -8.6% | +36.8% |
| YTD | +14.0% | +35.9% | -21.9% | -0.5% |
| 1Y | +16.7% | +35.4% | -18.7% | +1.7% |
| 3Y | +86.4% | -16.1% | +102.5% | +54.4% |
| All | +86.4% | -15.3% | +101.7% | +54.4% |
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