+15.1%
ABNB vs AVTR
-26.6%
+41.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | -7.4% | +1.6% | -9.0% | -7.8% |
| 30D | -8.2% | +8.4% | -16.5% | -9.8% |
| 3M | +29.1% | +50.2% | -21.0% | +18.2% |
| 6M | +26.6% | +82.6% | -56.0% | +11.0% |
| YTD | +25.0% | +29.8% | -4.9% | +16.7% |
| 1Y | +37.0% | +16.0% | +21.0% | +28.7% |
| All | +15.1% | -26.6% | +41.8% | +17.4% |
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