-16.1%
AVTR vs ALLE
+92.1%
-108.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +3.2% | +1.6% | +1.6% | +2.3% |
| 30D | +0.5% | +24.1% | -23.6% | -12.1% |
| 3M | +12.1% | +14.8% | -2.7% | +2.8% |
| 6M | +91.2% | +45.9% | +45.3% | +48.3% |
| YTD | +36.3% | +20.7% | +15.6% | +18.7% |
| 1Y | +35.2% | +14.2% | +21.1% | +23.1% |
| All | -16.1% | +92.1% | -108.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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