-28.9%
AVTR vs ALK
+2.1%
-31.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.8% |
| 7D | +2.7% | -0.7% | +3.3% | +2.8% |
| 30D | +12.1% | -19.2% | +31.3% | +18.2% |
| 3M | +57.2% | -1.5% | +58.8% | +56.0% |
| 6M | +73.1% | -13.1% | +86.1% | +76.2% |
| YTD | +30.6% | -16.4% | +47.0% | +33.9% |
| 1Y | +13.5% | -33.1% | +46.6% | +23.0% |
| All | -28.9% | +2.1% | -31.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling