+55.3%
ABT vs AVTR
+1.1%
+54.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | -2.0% | -3.0% | -4.6% |
| 30D | -5.8% | +8.1% | -13.9% | -7.2% |
| 3M | +16.7% | +54.2% | -37.5% | +6.9% |
| 6M | -5.2% | +82.6% | -87.8% | -16.3% |
| YTD | -16.0% | +29.8% | -45.8% | -21.1% |
| 1Y | -18.3% | +18.0% | -36.3% | -22.8% |
| 3Y | +9.2% | -26.4% | +35.7% | +10.1% |
| 5Y | -11.6% | -64.8% | +53.3% | +5.8% |
| All | +55.3% | +1.1% | +54.2% | +52.0% |
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