+7.4%
AVTR vs BAH
+65.0%
-57.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.3% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | -0.6% | +18.2% | -18.9% | -5.2% |
| 3M | +13.4% | +13.1% | +0.3% | +9.2% |
| 6M | +87.4% | +15.2% | +72.2% | +78.5% |
| YTD | +35.9% | +6.0% | +29.9% | +31.9% |
| 1Y | +35.4% | +3.1% | +32.3% | +32.2% |
| 3Y | -16.1% | -26.2% | +10.1% | -14.7% |
| 5Y | -59.4% | +9.3% | -68.7% | -64.6% |
| All | +7.4% | +65.0% | -57.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling