-20.2%
AVTR vs BBIO
+136.7%
-156.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.1% | -3.2% | +2.1% | -0.7% |
| 30D | +6.3% | -13.6% | +19.9% | +8.1% |
| 3M | +53.3% | +7.2% | +46.1% | +51.8% |
| 6M | +78.6% | +1.5% | +77.2% | +78.0% |
| YTD | +29.2% | -5.3% | +34.5% | +29.2% |
| 1Y | +13.8% | +37.7% | -23.9% | +8.5% |
| 3Y | -27.4% | +153.9% | -181.3% | -37.3% |
| 5Y | -65.0% | +43.9% | -108.9% | -72.9% |
| All | -20.2% | +136.7% | -156.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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