+365.7%
ALAB vs AVTR
-40.2%
+405.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -7.3% |
| 7D | +3.2% | +7.4% | -4.2% | +1.7% |
| 30D | -13.6% | +12.2% | -25.8% | -15.6% |
| 3M | -16.6% | +57.4% | -74.0% | -25.8% |
| 6M | +142.3% | +86.7% | +55.7% | +105.7% |
| YTD | +73.6% | +33.1% | +40.6% | +59.7% |
| 1Y | +33.7% | +16.1% | +17.5% | +23.2% |
| All | +365.7% | -40.2% | +405.9% | +306.2% |
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 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