-40.9%
AVTR vs ABCL
-79.5%
+38.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.1% |
| 7D | +1.9% | +12.4% | -10.5% | +0.2% |
| 30D | +1.5% | -0.4% | +1.9% | +1.2% |
| 3M | +17.1% | +80.4% | -63.3% | +5.9% |
| 6M | +91.5% | +138.5% | -47.1% | +64.5% |
| YTD | +38.8% | +265.5% | -226.7% | +11.2% |
| 1Y | +37.7% | +219.7% | -181.9% | +12.1% |
| 3Y | -13.5% | +209.4% | -222.9% | -33.1% |
| 5Y | -59.3% | -15.0% | -44.3% | -65.3% |
| All | -40.9% | -79.5% | +38.6% | -48.4% |
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 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