-100.0%
VIVK vs AVTR
-64.7%
-35.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -9.5% | -2.0% | -7.4% | -9.1% |
| 30D | -35.1% | +8.1% | -43.2% | -35.9% |
| 3M | -93.4% | +54.2% | -147.6% | -93.6% |
| 6M | -98.0% | +82.6% | -180.6% | -98.1% |
| YTD | -97.9% | +29.8% | -127.7% | -97.9% |
| 1Y | -100.0% | +18.0% | -118.0% | -100.0% |
| 3Y | -100.0% | -26.4% | -73.5% | -100.0% |
| 5Y | -100.0% | -64.8% | -35.1% | -100.0% |
| All | -100.0% | -64.7% | -35.3% | -100.0% |
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 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