+216.6%
AJG vs AVTR
+0.6%
+216.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -8.3% | -1.1% | -7.2% | -8.1% |
| 30D | -5.7% | +6.3% | -12.0% | -6.7% |
| 3M | +9.1% | +53.3% | -44.2% | +0.8% |
| 6M | +15.2% | +78.6% | -63.4% | +3.1% |
| YTD | -6.3% | +29.2% | -35.5% | -11.4% |
| 1Y | -19.1% | +13.8% | -33.0% | -22.7% |
| 3Y | +8.2% | -27.4% | +35.7% | +9.7% |
| 5Y | +75.6% | -65.0% | +140.7% | +110.6% |
| All | +216.6% | +0.6% | +216.0% | +172.4% |
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 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