+30.0%
VRSK vs AVTR
+1.1%
+28.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.7% | -2.0% | -5.7% | -7.4% |
| 30D | -2.8% | +8.1% | -10.9% | -4.5% |
| 3M | -3.7% | +54.2% | -57.9% | -12.9% |
| 6M | -12.8% | +82.6% | -95.3% | -24.4% |
| YTD | -21.0% | +29.8% | -50.8% | -26.5% |
| 1Y | -32.5% | +18.0% | -50.5% | -36.4% |
| 3Y | -26.5% | -26.4% | -0.1% | -25.2% |
| 5Y | -11.5% | -64.8% | +53.3% | +8.3% |
| All | +30.0% | +1.1% | +28.9% | +11.3% |
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