-44.4%
AVTR vs ABCL
-81.3%
+36.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +12.1% | +93.1% | -81.0% | +0.8% |
| 3M | +57.2% | +79.4% | -22.2% | +42.1% |
| 6M | +73.1% | +214.9% | -141.8% | +43.5% |
| YTD | +30.6% | +234.2% | -203.6% | +6.6% |
| 1Y | +13.5% | +174.8% | -161.3% | -5.5% |
| 3Y | -31.0% | +104.5% | -135.5% | -43.7% |
| 5Y | -63.2% | -39.0% | -24.2% | -67.8% |
| All | -44.4% | -81.3% | +36.9% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling