+2.6%
AVTR vs BAH
+36.3%
-33.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | +8.4% | -6.6% | +15.0% | +10.3% |
| 3M | +50.2% | -7.2% | +57.3% | +52.3% |
| 6M | +82.6% | -10.0% | +92.6% | +86.2% |
| YTD | +29.8% | -12.5% | +42.3% | +33.2% |
| 1Y | +16.0% | -27.9% | +43.9% | +24.9% |
| 3Y | -26.4% | -31.4% | +5.0% | -23.9% |
| 5Y | -64.5% | -3.2% | -61.2% | -68.3% |
| All | +2.6% | +36.3% | -33.6% | -14.0% |
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