-64.4%
AVTR vs BURL
-11.0%
-53.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -2.0% |
| 7D | +2.7% | -2.8% | +5.5% | +3.2% |
| 30D | +12.1% | -28.2% | +40.2% | +19.6% |
| 3M | +57.2% | -17.6% | +74.8% | +62.9% |
| 6M | +73.1% | -11.8% | +84.8% | +75.7% |
| YTD | +30.6% | -8.1% | +38.8% | +31.4% |
| 1Y | +13.5% | -12.0% | +25.4% | +14.5% |
| 3Y | -31.0% | +63.3% | -94.3% | -40.3% |
| All | -64.4% | -11.0% | -53.4% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling