+35.1%
AVTR vs ALM
+44.8%
-9.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -6.2% | -6.4% | +0.2% | -6.1% |
| 30D | -1.0% | -35.0% | +34.0% | -0.5% |
| 3M | +14.4% | -33.8% | +48.2% | +15.2% |
| 6M | +95.9% | -55.0% | +150.9% | +101.2% |
| YTD | +36.6% | -0.2% | +36.8% | +43.4% |
| 1Y | +35.1% | +41.8% | -6.6% | +43.9% |
| All | +35.1% | +44.8% | -9.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling