+2.1%
AVTR vs BTG
+155.4%
-153.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -1.1% | -3.8% | +2.7% | -0.6% |
| 30D | +6.3% | +3.6% | +2.7% | +5.7% |
| 3M | +53.3% | +32.0% | +21.3% | +46.8% |
| 6M | +78.6% | +3.4% | +75.3% | +75.9% |
| YTD | +29.2% | +20.8% | +8.4% | +23.6% |
| 1Y | +13.8% | +22.4% | -8.6% | +8.0% |
| 3Y | -27.4% | +91.7% | -119.2% | -37.4% |
| 5Y | -65.0% | +79.0% | -144.0% | -70.1% |
| All | +2.1% | +155.4% | -153.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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