+29.3%
V vs AVTR
+37.4%
-8.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.5% | +3.8% |
| 7D | +9.0% | -6.2% | +15.2% | +9.4% |
| 30D | +18.1% | -1.0% | +19.1% | +18.1% |
| 3M | +18.3% | +14.4% | +3.9% | +17.4% |
| 6M | +34.1% | +95.9% | -61.8% | +29.1% |
| YTD | +25.2% | +36.6% | -11.3% | +21.6% |
| 1Y | +29.3% | +35.1% | -5.8% | +26.4% |
| All | +29.3% | +37.4% | -8.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling