+282.0%
ALNY vs AVTR
+1.1%
+280.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -3.5% | +1.6% | -5.1% | -3.9% |
| 30D | +18.9% | +8.4% | +10.5% | +16.9% |
| 3M | -13.3% | +50.2% | -63.5% | -20.6% |
| 6M | -20.3% | +82.6% | -102.8% | -30.2% |
| YTD | -35.1% | +29.8% | -65.0% | -39.2% |
| 1Y | -46.5% | +16.0% | -62.5% | -49.5% |
| 3Y | +28.1% | -26.4% | +54.5% | +30.3% |
| 5Y | +36.1% | -64.5% | +100.5% | +62.4% |
| All | +282.0% | +1.1% | +280.9% | +259.2% |
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 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