+30.3%
VRSK vs AVTR
+0.6%
+29.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -5.2% | -1.1% | -4.1% | -5.0% |
| 30D | -2.3% | +6.3% | -8.6% | -3.7% |
| 3M | -2.9% | +53.3% | -56.2% | -12.1% |
| 6M | -12.8% | +78.6% | -91.4% | -24.1% |
| YTD | -20.8% | +29.2% | -50.0% | -26.3% |
| 1Y | -33.2% | +13.8% | -47.1% | -36.6% |
| 3Y | -26.6% | -27.4% | +0.9% | -25.0% |
| 5Y | -11.3% | -65.0% | +53.7% | +8.6% |
| All | +30.3% | +0.6% | +29.7% | +11.6% |
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