+31.3%
XYZ vs AVTR
+6.9%
+24.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.4% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | +11.6% | +1.5% | +10.0% | +10.6% |
| 3M | +8.4% | +14.2% | -5.8% | +0.8% |
| 6M | +17.2% | +97.4% | -80.2% | -19.9% |
| YTD | +31.7% | +37.3% | -5.6% | +8.3% |
| 1Y | +30.1% | +36.8% | -6.7% | +6.6% |
| 3Y | +66.4% | -15.2% | +81.7% | +57.8% |
| 5Y | -62.2% | -59.2% | -3.0% | -43.4% |
| All | +31.3% | +6.9% | +24.4% | +18.9% |
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