+6.7%
AVTR vs ALLY
+63.9%
-57.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.7% |
| 7D | -3.6% | +0.9% | -4.5% | -4.0% |
| 30D | +0.8% | +3.1% | -2.3% | -0.3% |
| 3M | +17.4% | -12.6% | +29.9% | +22.4% |
| 6M | +83.5% | -12.4% | +95.9% | +90.8% |
| YTD | +35.0% | -13.2% | +48.1% | +40.5% |
| 1Y | +36.7% | +1.8% | +34.8% | +35.1% |
| 3Y | -15.3% | +58.0% | -73.3% | -28.4% |
| 5Y | -59.5% | -8.4% | -51.1% | -61.0% |
| All | +6.7% | +63.9% | -57.2% | -20.7% |
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