-24.6%
AVTR vs BB
+68.2%
-92.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.6% |
| 7D | +7.4% | +0.5% | +6.9% | +7.3% |
| 30D | +12.2% | -12.4% | +24.6% | +13.8% |
| 3M | +57.4% | -15.3% | +72.7% | +58.7% |
| 6M | +86.7% | +128.8% | -42.1% | +62.7% |
| YTD | +33.1% | +107.7% | -74.6% | +17.5% |
| 1Y | +16.1% | +103.9% | -87.7% | +2.0% |
| 3Y | -24.6% | +72.6% | -97.2% | -36.0% |
| All | -24.6% | +68.2% | -92.8% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling