+2.1%
AVTR vs BB
-10.6%
+12.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +6.3% | -12.5% | +18.9% | +7.9% |
| 3M | +53.3% | -17.4% | +70.8% | +55.4% |
| 6M | +78.6% | +119.1% | -40.5% | +58.5% |
| YTD | +29.2% | +102.4% | -73.1% | +15.8% |
| 1Y | +13.8% | +98.2% | -84.4% | +1.7% |
| 3Y | -27.4% | +46.9% | -74.4% | -35.1% |
| 5Y | -65.0% | -26.4% | -38.6% | -67.4% |
| All | +2.1% | -10.6% | +12.7% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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