+44.4%
ALAB vs AVTR
+36.2%
+8.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +26.9% | +3.2% | +23.8% | +26.0% |
| 30D | -30.0% | +0.5% | -30.4% | -29.7% |
| 3M | -28.5% | +12.1% | -40.7% | -30.5% |
| 6M | +11.4% | +91.2% | -79.8% | -19.7% |
| YTD | +36.9% | +36.3% | +0.6% | +23.2% |
| 1Y | +44.4% | +35.2% | +9.1% | +29.5% |
| All | +44.4% | +36.2% | +8.2% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling