+2.1%
AVTR vs BG
+188.6%
-186.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.1% |
| 7D | -1.1% | +3.1% | -4.2% | -2.0% |
| 30D | +6.3% | +10.2% | -3.9% | +2.9% |
| 3M | +53.3% | -1.7% | +55.0% | +52.7% |
| 6M | +78.6% | +1.0% | +77.7% | +75.2% |
| YTD | +29.2% | +39.9% | -10.7% | +11.7% |
| 1Y | +13.8% | +53.2% | -39.4% | -5.3% |
| 3Y | -27.4% | +16.3% | -43.7% | -34.3% |
| 5Y | -65.0% | +83.9% | -148.9% | -75.3% |
| All | +2.1% | +188.6% | -186.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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