-24.6%
AVTR vs EXEL
+160.6%
-185.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.1% |
| 7D | +7.4% | +1.4% | +6.0% | +7.2% |
| 30D | +12.2% | +6.7% | +5.6% | +11.3% |
| 3M | +57.4% | +11.5% | +45.9% | +55.2% |
| 6M | +86.7% | +38.8% | +47.9% | +79.6% |
| YTD | +33.1% | +31.6% | +1.5% | +28.6% |
| 1Y | +16.1% | +53.0% | -36.9% | +10.6% |
| 3Y | -24.6% | +160.8% | -185.4% | -34.0% |
| All | -24.6% | +160.6% | -185.2% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling