+40.1%
W vs AVTR
-27.6%
+67.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.2% |
| 7D | -4.2% | +2.7% | -6.8% | -5.4% |
| 30D | -7.6% | +12.1% | -19.6% | -12.7% |
| 3M | +37.2% | +57.2% | -20.1% | +6.5% |
| 6M | +26.3% | +73.1% | -46.7% | -7.4% |
| YTD | -1.0% | +30.6% | -31.6% | -16.5% |
| 1Y | +20.1% | +13.5% | +6.6% | +4.5% |
| All | +40.1% | -27.6% | +67.7% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling