-27.7%
AVTR vs BAH
-32.4%
+4.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.4% |
| 30D | +12.1% | +2.0% | +10.0% | +11.5% |
| 3M | +57.2% | -7.6% | +64.9% | +59.7% |
| 6M | +73.1% | -5.7% | +78.7% | +74.2% |
| YTD | +30.6% | -11.7% | +42.4% | +33.7% |
| 1Y | +13.5% | -27.4% | +40.9% | +19.8% |
| All | -27.7% | -32.4% | +4.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling