+98.6%
ALB vs AVTR
+1.1%
+97.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.6% | -2.0% | -5.6% | -7.0% |
| 30D | -5.6% | +8.1% | -13.7% | -8.0% |
| 3M | -16.8% | +54.2% | -71.0% | -28.7% |
| 6M | -26.3% | +82.6% | -108.9% | -40.9% |
| YTD | -13.2% | +29.8% | -43.1% | -22.2% |
| 1Y | +68.8% | +18.0% | +50.8% | +52.1% |
| 3Y | -30.7% | -26.4% | -4.2% | -27.3% |
| 5Y | -46.3% | -64.8% | +18.6% | -31.5% |
| All | +98.6% | +1.1% | +97.5% | +117.0% |
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