-33.4%
W vs AVTR
+1.1%
-34.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.6% |
| 7D | +5.9% | +1.6% | +4.3% | +4.8% |
| 30D | -3.0% | +8.4% | -11.4% | -7.8% |
| 3M | +40.3% | +50.2% | -9.8% | +7.0% |
| 6M | +32.2% | +82.6% | -50.4% | -11.6% |
| YTD | -0.3% | +29.8% | -30.1% | -18.6% |
| 1Y | +16.2% | +16.0% | +0.2% | -3.2% |
| 3Y | +40.7% | -26.4% | +67.2% | +54.1% |
| 5Y | -62.3% | -64.5% | +2.1% | -35.1% |
| All | -33.4% | +1.1% | -34.5% | -42.5% |
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