+400.4%
ALAB vs AVTR
-41.3%
+441.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +10.0% |
| 7D | +7.2% | +2.7% | +4.6% | +6.6% |
| 30D | -2.5% | +12.1% | -14.6% | -4.8% |
| 3M | -13.3% | +57.2% | -70.6% | -22.9% |
| 6M | +172.8% | +73.1% | +99.8% | +135.5% |
| YTD | +86.6% | +30.6% | +56.0% | +72.3% |
| 1Y | +65.2% | +13.5% | +51.7% | +52.9% |
| All | +400.4% | -41.3% | +441.7% | +338.1% |
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