-9.3%
ALB vs AVTR
-13.5%
+4.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -1.0% |
| 7D | +9.5% | +1.9% | +7.5% | +8.8% |
| 30D | -2.1% | +1.5% | -3.7% | -2.7% |
| 3M | -24.1% | +17.1% | -41.2% | -28.0% |
| 6M | -51.0% | +91.5% | -142.5% | -61.3% |
| YTD | -29.3% | +38.8% | -68.2% | -37.7% |
| 1Y | +3.2% | +37.7% | -34.6% | -8.9% |
| 3Y | -9.3% | -13.5% | +4.2% | -25.2% |
| All | -9.3% | -13.5% | +4.2% | -25.2% |
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