-25.9%
W vs AVTR
+6.1%
-32.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -1.7% | +3.2% | -4.8% | -3.5% |
| 30D | +3.2% | +0.5% | +2.8% | +3.0% |
| 3M | +8.3% | +12.1% | -3.8% | +0.7% |
| 6M | +84.3% | +91.2% | -6.9% | +20.3% |
| YTD | +11.0% | +36.3% | -25.3% | -12.2% |
| 1Y | -0.2% | +35.2% | -35.5% | -21.0% |
| 3Y | +157.9% | -15.8% | +173.8% | +160.1% |
| 5Y | -56.8% | -58.9% | +2.1% | -31.3% |
| All | -25.9% | +6.1% | -32.0% | -38.0% |
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