+9.7%
AVTR vs ALK
-31.2%
+40.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.2% | +1.0% |
| 7D | +1.9% | +8.9% | -7.0% | -0.5% |
| 30D | +1.5% | +5.9% | -4.4% | -0.5% |
| 3M | +17.1% | -16.5% | +33.6% | +21.8% |
| 6M | +91.5% | +2.1% | +89.4% | +86.7% |
| YTD | +38.8% | -17.1% | +55.9% | +41.6% |
| 1Y | +37.7% | -2.9% | +40.6% | +34.0% |
| 3Y | -13.5% | +24.5% | -38.0% | -24.5% |
| 5Y | -59.3% | -29.1% | -30.2% | -59.6% |
| All | +9.7% | -31.2% | +40.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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