-9.9%
ABNB vs AVTR
-58.9%
+49.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | -1.7% | +0.5% | -2.1% | -1.9% |
| 30D | +11.8% | -1.0% | +12.8% | +12.1% |
| 3M | +0.9% | +12.2% | -11.3% | -2.8% |
| 6M | +40.5% | +97.5% | -57.0% | +12.8% |
| YTD | +37.6% | +35.6% | +2.0% | +23.1% |
| 1Y | +54.1% | +32.8% | +21.3% | +38.5% |
| 3Y | +56.8% | -16.5% | +73.3% | +50.7% |
| All | -9.9% | -58.9% | +49.1% | +24.7% |
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