-64.4%
AVTR vs ALLY
+1.6%
-66.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | +2.7% | +3.7% | -1.0% | +1.5% |
| 30D | +12.1% | -2.3% | +14.3% | +12.9% |
| 3M | +57.2% | +3.8% | +53.4% | +54.8% |
| 6M | +73.1% | +9.7% | +63.4% | +67.1% |
| YTD | +30.6% | -1.4% | +32.0% | +30.6% |
| 1Y | +13.5% | +8.2% | +5.3% | +10.0% |
| 3Y | -31.0% | +66.5% | -97.5% | -42.2% |
| All | -64.4% | +1.6% | -66.0% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling