-64.5%
AVTR vs BHP
+126.1%
-190.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | +8.4% | +4.0% | +4.3% | +7.1% |
| 3M | +50.2% | +11.3% | +38.9% | +44.8% |
| 6M | +82.6% | +29.3% | +53.3% | +67.4% |
| YTD | +29.8% | +59.2% | -29.4% | +10.5% |
| 1Y | +16.0% | +80.8% | -64.9% | -5.9% |
| 3Y | -26.4% | +88.0% | -114.4% | -42.2% |
| 5Y | -64.5% | +126.6% | -191.1% | -73.0% |
| All | -64.5% | +126.1% | -190.5% | -73.0% |
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