+15.9%
ABNB vs AVTR
-43.6%
+59.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -9.5% | -2.0% | -7.5% | -9.0% |
| 30D | -9.4% | +8.1% | -17.4% | -11.4% |
| 3M | +29.9% | +54.2% | -24.3% | +14.2% |
| 6M | +26.6% | +82.6% | -56.0% | +5.6% |
| YTD | +23.5% | +29.8% | -6.3% | +12.9% |
| 1Y | +35.8% | +18.0% | +17.8% | +24.7% |
| 3Y | +15.0% | -26.4% | +41.4% | +16.6% |
| 5Y | +1.5% | -64.8% | +66.3% | +27.1% |
| All | +15.9% | -43.6% | +59.4% | +35.1% |
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