-100.0%
VIVK vs AVTR
+3.6%
-103.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +7.2% |
| 7D | +13.1% | +7.4% | +5.7% | +11.2% |
| 30D | -29.7% | +12.2% | -41.9% | -31.6% |
| 3M | -93.0% | +57.4% | -150.3% | -93.6% |
| 6M | -98.0% | +86.7% | -184.6% | -98.2% |
| YTD | -97.8% | +33.1% | -130.8% | -97.9% |
| 1Y | -100.0% | +16.1% | -116.1% | -100.0% |
| 3Y | -100.0% | -24.6% | -75.4% | -100.0% |
| 5Y | -100.0% | -63.5% | -36.5% | -100.0% |
| All | -100.0% | +3.6% | -103.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling