+2.1%
AVTR vs EXEL
+186.2%
-184.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | -1.1% | -4.9% | +3.8% | 0.0% |
| 30D | +6.3% | +11.4% | -5.1% | +3.7% |
| 3M | +53.3% | +4.9% | +48.4% | +51.2% |
| 6M | +78.6% | +34.4% | +44.2% | +66.4% |
| YTD | +29.2% | +28.0% | +1.2% | +21.4% |
| 1Y | +13.8% | +43.6% | -29.8% | +3.7% |
| 3Y | -27.4% | +155.2% | -182.6% | -45.2% |
| 5Y | -65.0% | +181.2% | -246.2% | -75.0% |
| All | +2.1% | +186.2% | -184.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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