-59.6%
AVTR vs ALK
-31.3%
-28.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | +0.5% | -1.2% | +1.6% | +0.7% |
| 30D | -1.0% | +7.7% | -8.7% | -3.4% |
| 3M | +12.2% | -19.0% | +31.2% | +18.0% |
| 6M | +97.5% | -0.2% | +97.7% | +92.9% |
| YTD | +35.6% | -23.5% | +59.1% | +41.5% |
| 1Y | +32.8% | -9.1% | +41.9% | +31.0% |
| 3Y | -16.5% | +12.0% | -28.5% | -27.4% |
| All | -59.6% | -31.3% | -28.3% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling