+77.6%
V vs AVTR
-15.6%
+93.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +2.2% | -3.6% | +5.8% | +2.5% |
| 30D | +13.6% | +0.8% | +12.8% | +13.5% |
| 3M | +14.3% | +17.4% | -3.1% | +12.5% |
| 6M | +33.1% | +83.5% | -50.4% | +25.0% |
| YTD | +21.2% | +35.0% | -13.8% | +17.1% |
| 1Y | +26.4% | +36.7% | -10.2% | +21.8% |
| 3Y | +77.6% | -15.3% | +92.9% | +77.0% |
| All | +77.6% | -15.6% | +93.1% | +77.0% |
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