-16.1%
AVTR vs EXEL
+234.5%
-250.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.2% | +1.6% | +1.5% | +3.0% |
| 30D | +0.5% | +17.4% | -16.9% | -1.5% |
| 3M | +12.1% | +38.6% | -26.5% | +7.7% |
| 6M | +91.2% | +41.2% | +50.0% | +83.1% |
| YTD | +36.3% | +59.3% | -23.0% | +28.6% |
| 1Y | +35.2% | +60.2% | -25.0% | +27.4% |
| All | -16.1% | +234.5% | -250.5% | -29.8% |
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