+54.9%
ALB vs AVTR
+5.8%
+49.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.6% |
| 7D | +5.3% | -0.1% | +5.4% | +5.2% |
| 30D | -6.3% | -0.6% | -5.6% | -6.2% |
| 3M | -27.4% | +13.4% | -40.8% | -30.6% |
| 6M | -53.1% | +87.4% | -140.4% | -62.6% |
| YTD | -32.3% | +35.9% | -68.2% | -40.4% |
| 1Y | -7.3% | +35.4% | -42.7% | -18.5% |
| 3Y | -14.9% | -16.1% | +1.2% | -14.7% |
| 5Y | -62.0% | -59.4% | -2.7% | -53.5% |
| All | +54.9% | +5.8% | +49.1% | +66.2% |
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 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