-59.4%
AVTR vs BHP
+122.0%
-181.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.4% |
| 30D | +0.5% | -5.2% | +5.7% | +2.0% |
| 3M | +12.1% | -8.7% | +20.8% | +14.9% |
| 6M | +91.2% | -6.9% | +98.0% | +93.7% |
| YTD | +36.3% | +39.0% | -2.7% | +20.0% |
| 1Y | +35.2% | +48.9% | -13.7% | +16.2% |
| 3Y | -15.8% | +55.4% | -71.2% | -30.5% |
| All | -59.4% | +122.0% | -181.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling