-10.0%
AVTR vs BIYA
-99.8%
+89.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +1.6% | +2.7% | -1.2% | +1.5% |
| 30D | +8.4% | -16.7% | +25.0% | +8.5% |
| 3M | +50.2% | -74.6% | +124.8% | +50.5% |
| 6M | +82.6% | -85.4% | +168.0% | +82.0% |
| YTD | +29.8% | -94.2% | +124.0% | +30.5% |
| 1Y | +16.0% | -98.6% | +114.5% | +19.7% |
| All | -10.0% | -99.8% | +89.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling