+8.2%
AJG vs AVTR
-27.0%
+35.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | -8.3% | -1.1% | -7.2% | -8.2% |
| 30D | -5.7% | +6.3% | -12.0% | -6.1% |
| 3M | +9.1% | +53.3% | -44.2% | +6.0% |
| 6M | +15.2% | +78.6% | -63.4% | +10.7% |
| YTD | -6.3% | +29.2% | -35.5% | -8.1% |
| 1Y | -19.1% | +13.8% | -33.0% | -20.3% |
| 3Y | +8.2% | -27.4% | +35.7% | +10.9% |
| All | +8.2% | -27.0% | +35.2% | +10.9% |
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