+3.2%
AVTR vs ALLE
+70.9%
-67.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -2.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +12.1% | -6.8% | +18.8% | +16.1% |
| 3M | +57.2% | +21.0% | +36.2% | +41.6% |
| 6M | +73.1% | +1.1% | +72.0% | +70.4% |
| YTD | +30.6% | -0.5% | +31.2% | +29.1% |
| 1Y | +13.5% | -7.3% | +20.7% | +16.9% |
| 3Y | -31.0% | +42.3% | -73.3% | -42.4% |
| 5Y | -63.2% | +13.5% | -76.7% | -66.9% |
| All | +3.2% | +70.9% | -67.7% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling