-63.5%
AVTR vs BAH
-2.8%
-60.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +7.4% | -4.3% | +11.7% | +8.4% |
| 30D | +12.2% | -4.5% | +16.7% | +13.3% |
| 3M | +57.4% | -7.6% | +65.0% | +59.5% |
| 6M | +86.7% | -10.6% | +97.3% | +90.2% |
| YTD | +33.1% | -12.6% | +45.6% | +36.1% |
| 1Y | +16.1% | -27.0% | +43.1% | +22.6% |
| 3Y | -24.6% | -31.5% | +6.9% | -23.0% |
| 5Y | -63.5% | -3.8% | -59.7% | -67.6% |
| All | -63.5% | -2.8% | -60.7% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling