+7.2%
AVTR vs BAH
+63.8%
-56.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +0.5% | +1.7% | -1.3% | 0.0% |
| 30D | -1.0% | +20.8% | -21.8% | -6.0% |
| 3M | +12.2% | +11.6% | +0.6% | +8.5% |
| 6M | +97.5% | +23.1% | +74.4% | +84.5% |
| YTD | +35.6% | +5.3% | +30.3% | +31.9% |
| 1Y | +32.8% | +6.1% | +26.7% | +28.7% |
| 3Y | -16.5% | -27.5% | +11.0% | -14.6% |
| 5Y | -59.1% | +6.2% | -65.3% | -64.1% |
| All | +7.2% | +63.8% | -56.7% | -14.8% |
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