+5.2%
AVTR vs ALLY
+79.9%
-74.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.0% |
| 7D | +7.4% | +1.0% | +6.4% | +7.0% |
| 30D | +12.2% | -3.3% | +15.5% | +13.4% |
| 3M | +57.4% | +0.5% | +56.9% | +56.6% |
| 6M | +86.7% | +12.6% | +74.1% | +78.7% |
| YTD | +33.1% | -4.7% | +37.8% | +34.5% |
| 1Y | +16.1% | +5.2% | +10.9% | +13.6% |
| 3Y | -24.6% | +66.5% | -91.1% | -37.5% |
| 5Y | -63.5% | +0.2% | -63.7% | -66.0% |
| All | +5.2% | +79.9% | -74.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling