+3.2%
AVTR vs BHP
+205.4%
-202.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.9% |
| 30D | +12.1% | +3.4% | +8.7% | +10.5% |
| 3M | +57.2% | +4.1% | +53.2% | +53.9% |
| 6M | +73.1% | +20.6% | +52.5% | +58.5% |
| YTD | +30.6% | +56.1% | -25.4% | +6.3% |
| 1Y | +13.5% | +69.6% | -56.1% | -11.5% |
| 3Y | -31.0% | +78.8% | -109.8% | -48.5% |
| 5Y | -63.2% | +113.1% | -176.3% | -75.9% |
| All | +3.2% | +205.4% | -202.2% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling