-34.6%
AVTR vs BTSG
+389.4%
-424.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.7% |
| 7D | -1.1% | -3.3% | +2.2% | -0.6% |
| 30D | +6.3% | -1.6% | +7.9% | +6.4% |
| 3M | +53.3% | -6.9% | +60.2% | +53.3% |
| 6M | +78.6% | +42.1% | +36.5% | +65.4% |
| YTD | +29.2% | +56.8% | -27.6% | +17.5% |
| 1Y | +13.8% | +109.8% | -96.0% | -1.6% |
| All | -34.6% | +389.4% | -424.1% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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