+7.7%
AVTR vs EXEL
+256.1%
-248.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +3.2% | +1.6% | +1.5% | +2.8% |
| 30D | +0.5% | +17.4% | -16.9% | -3.2% |
| 3M | +12.1% | +38.6% | -26.5% | +4.1% |
| 6M | +91.2% | +41.2% | +50.0% | +76.3% |
| YTD | +36.3% | +59.3% | -23.0% | +21.9% |
| 1Y | +35.2% | +60.2% | -25.0% | +20.6% |
| 3Y | -15.8% | +232.6% | -248.4% | -40.1% |
| 5Y | -58.9% | +285.9% | -344.8% | -72.7% |
| All | +7.7% | +256.1% | -248.4% | -36.9% |
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