+35.4%
AVTR vs ALM
+12.3%
+23.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -1.9% |
| 7D | -0.1% | -6.3% | +6.2% | 0.0% |
| 30D | -0.6% | -31.4% | +30.8% | -0.1% |
| 3M | +13.4% | -40.6% | +54.0% | +14.4% |
| 6M | +87.4% | -58.6% | +146.0% | +92.8% |
| YTD | +35.9% | -7.6% | +43.5% | +43.7% |
| 1Y | +35.4% | +13.8% | +21.5% | +45.7% |
| All | +35.4% | +12.3% | +23.1% | +45.7% |
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