+13.5%
AVTR vs ABCL
+186.8%
-173.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +12.1% | +93.1% | -81.0% | -2.2% |
| 3M | +57.2% | +79.4% | -22.2% | +38.1% |
| 6M | +73.1% | +214.9% | -141.8% | +33.1% |
| YTD | +30.6% | +234.2% | -203.6% | -2.6% |
| 1Y | +13.5% | +174.8% | -161.3% | -18.4% |
| All | +13.5% | +186.8% | -173.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling