-33.9%
AVTR vs BTSG
+406.1%
-440.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +2.7% | +2.7% | 0.0% | +2.3% |
| 30D | +12.1% | -3.6% | +15.7% | +12.5% |
| 3M | +57.2% | +5.8% | +51.4% | +54.1% |
| 6M | +73.1% | +44.7% | +28.3% | +60.0% |
| YTD | +30.6% | +62.2% | -31.5% | +18.2% |
| 1Y | +13.5% | +152.1% | -138.6% | -4.7% |
| All | -33.9% | +406.1% | -440.0% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling