+72.2%
V vs AVTR
-64.3%
+136.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | -1.7% | +2.7% | -4.4% | -2.1% |
| 30D | +2.0% | +12.1% | -10.1% | +0.2% |
| 3M | +17.4% | +57.2% | -39.9% | +8.9% |
| 6M | +17.5% | +73.1% | -55.6% | +7.0% |
| YTD | +7.6% | +30.6% | -23.0% | +2.3% |
| 1Y | +7.7% | +13.5% | -5.8% | +3.7% |
| 3Y | +54.7% | -31.0% | +85.7% | +59.5% |
| All | +72.2% | -64.3% | +136.5% | +111.7% |
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