-43.3%
AVTR vs ABCL
-81.2%
+37.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +7.4% | +1.4% | +6.0% | +7.2% |
| 30D | +12.2% | +65.1% | -52.9% | +3.4% |
| 3M | +57.4% | +111.1% | -53.7% | +39.0% |
| 6M | +86.7% | +231.6% | -144.9% | +53.6% |
| YTD | +33.1% | +234.5% | -201.4% | +8.5% |
| 1Y | +16.1% | +174.3% | -158.2% | -3.3% |
| 3Y | -24.6% | +111.5% | -136.1% | -38.7% |
| 5Y | -63.5% | -37.3% | -26.2% | -68.0% |
| All | -43.3% | -81.2% | +37.9% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling