+62.7%
ABT vs AVTR
+1.7%
+61.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.7% | +2.7% | -6.4% | -4.2% |
| 30D | +2.5% | +12.1% | -9.6% | +0.2% |
| 3M | +20.2% | +57.2% | -37.1% | +9.6% |
| 6M | -2.9% | +73.1% | -76.0% | -13.4% |
| YTD | -11.9% | +30.6% | -42.6% | -17.4% |
| 1Y | -16.5% | +13.5% | -30.0% | -20.6% |
| 3Y | +12.1% | -31.0% | +43.1% | +15.1% |
| 5Y | -7.4% | -63.2% | +55.8% | +9.5% |
| All | +62.7% | +1.7% | +61.0% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling