-27.1%
AVTR vs BG
+20.1%
-47.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -2.0% | +3.7% | -5.8% | -2.6% |
| 30D | +8.1% | +12.3% | -4.3% | +5.9% |
| 3M | +54.2% | -2.2% | +56.4% | +55.1% |
| 6M | +82.6% | +5.3% | +77.2% | +78.9% |
| YTD | +29.8% | +42.4% | -12.6% | +14.5% |
| 1Y | +18.0% | +55.2% | -37.2% | +1.0% |
| All | -27.1% | +20.1% | -47.2% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling