-42.5%
ALB vs AVTR
-63.6%
+21.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.9% |
| 7D | -4.4% | +7.4% | -11.8% | -6.9% |
| 30D | -1.2% | +12.2% | -13.4% | -5.3% |
| 3M | -13.3% | +57.4% | -70.7% | -27.9% |
| 6M | -19.8% | +86.7% | -106.4% | -38.4% |
| YTD | -7.9% | +33.1% | -41.0% | -19.4% |
| 1Y | +60.2% | +16.1% | +44.0% | +43.2% |
| 3Y | -26.4% | -24.6% | -1.8% | -21.9% |
| 5Y | -42.5% | -63.5% | +21.0% | -17.1% |
| All | -42.5% | -63.6% | +21.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling