-64.4%
AVTR vs ALK
-25.3%
-39.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.9% |
| 7D | +2.7% | -0.7% | +3.3% | +2.9% |
| 30D | +12.1% | -19.2% | +31.3% | +18.6% |
| 3M | +57.2% | -1.5% | +58.8% | +56.0% |
| 6M | +73.1% | -13.1% | +86.1% | +76.3% |
| YTD | +30.6% | -16.4% | +47.0% | +33.9% |
| 1Y | +13.5% | -33.1% | +46.6% | +23.4% |
| 3Y | -31.0% | +0.6% | -31.6% | -36.8% |
| All | -64.4% | -25.3% | -39.1% | -66.2% |
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