+2.6%
AVTR vs BG
+191.2%
-188.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | +8.4% | +10.3% | -1.9% | +4.9% |
| 3M | +50.2% | -1.9% | +52.0% | +49.7% |
| 6M | +82.6% | +5.2% | +77.3% | +76.5% |
| YTD | +29.8% | +41.2% | -11.3% | +11.9% |
| 1Y | +16.0% | +50.5% | -34.5% | -2.8% |
| 3Y | -26.4% | +19.9% | -46.4% | -34.2% |
| 5Y | -64.5% | +86.7% | -151.2% | -75.0% |
| All | +2.6% | +191.2% | -188.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling