-62.1%
W vs AVTR
-63.6%
+1.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.6% |
| 7D | +6.5% | +7.4% | -0.9% | +1.9% |
| 30D | -6.2% | +12.2% | -18.4% | -12.6% |
| 3M | +48.9% | +57.4% | -8.5% | +9.9% |
| 6M | +31.2% | +86.7% | -55.5% | -14.1% |
| YTD | -0.4% | +33.1% | -33.5% | -20.0% |
| 1Y | +14.8% | +16.1% | -1.3% | -4.6% |
| 3Y | +40.5% | -24.6% | +65.1% | +54.2% |
| 5Y | -62.1% | -63.5% | +1.4% | -34.7% |
| All | -62.1% | -63.6% | +1.5% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling