+22.3%
VZ vs AVTR
+5.8%
+16.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.7% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +11.2% | -0.6% | +11.8% | +11.2% |
| 3M | 0.0% | +13.4% | -13.4% | -0.9% |
| 6M | +1.3% | +87.4% | -86.1% | -3.4% |
| YTD | +21.3% | +35.9% | -14.6% | +18.1% |
| 1Y | +23.9% | +35.4% | -11.4% | +20.7% |
| 3Y | +57.7% | -16.1% | +73.8% | +57.2% |
| 5Y | +21.2% | -59.4% | +80.6% | +28.0% |
| All | +22.3% | +5.8% | +16.5% | +11.0% |
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 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