+8.5%
AVTR vs BAH
+64.0%
-55.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | +1.5% | +18.0% | -16.5% | -3.0% |
| 3M | +14.2% | +11.4% | +2.8% | +10.5% |
| 6M | +97.4% | +17.7% | +79.7% | +86.8% |
| YTD | +37.3% | +5.4% | +31.9% | +33.5% |
| 1Y | +36.8% | +2.8% | +34.0% | +33.7% |
| 3Y | -15.2% | -26.7% | +11.4% | -13.6% |
| 5Y | -59.2% | +8.1% | -67.2% | -64.3% |
| All | +8.5% | +64.0% | -55.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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