+62.4%
VICI vs AVTR
+0.6%
+61.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.3% | -1.1% | -1.3% | -2.1% |
| 30D | -4.8% | +6.3% | -11.1% | -6.3% |
| 3M | -10.1% | +53.3% | -63.4% | -19.8% |
| 6M | -9.7% | +78.6% | -88.4% | -23.1% |
| YTD | -8.8% | +29.2% | -38.0% | -16.0% |
| 1Y | -20.2% | +13.8% | -34.1% | -25.5% |
| 3Y | -5.8% | -27.4% | +21.6% | -3.9% |
| 5Y | +9.5% | -65.0% | +74.5% | +41.1% |
| All | +62.4% | +0.6% | +61.8% | +26.1% |
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