+7.4%
AVTR vs ALLY
+61.8%
-54.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | -0.1% | -0.7% | +0.5% | +0.1% |
| 30D | -0.6% | +1.1% | -1.8% | -1.1% |
| 3M | +13.4% | -13.2% | +26.6% | +18.6% |
| 6M | +87.4% | -13.5% | +100.8% | +95.6% |
| YTD | +35.9% | -14.3% | +50.2% | +42.1% |
| 1Y | +35.4% | -1.1% | +36.5% | +35.1% |
| 3Y | -16.1% | +62.0% | -78.1% | -29.6% |
| 5Y | -59.4% | -9.6% | -49.7% | -60.7% |
| All | +7.4% | +61.8% | -54.4% | -19.9% |
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