+172.8%
W vs AVTR
-13.5%
+186.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.7% | +3.2% |
| 7D | +3.3% | +1.9% | +1.4% | +2.4% |
| 30D | +10.5% | +1.5% | +9.0% | +9.7% |
| 3M | +9.6% | +17.1% | -7.4% | +0.9% |
| 6M | +76.4% | +91.5% | -15.1% | +22.3% |
| YTD | +16.4% | +38.8% | -22.4% | -5.3% |
| 1Y | +9.3% | +37.7% | -28.4% | -10.8% |
| 3Y | +172.8% | -13.5% | +186.3% | +168.8% |
| All | +172.8% | -13.5% | +186.3% | +168.8% |
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