+3.2%
AVTR vs EXEL
+200.9%
-197.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +2.7% | +8.4% | -5.7% | +0.8% |
| 30D | +12.1% | +4.1% | +8.0% | +10.9% |
| 3M | +57.2% | +12.4% | +44.8% | +52.8% |
| 6M | +73.1% | +41.5% | +31.5% | +59.4% |
| YTD | +30.6% | +34.6% | -4.0% | +21.4% |
| 1Y | +13.5% | +57.9% | -44.4% | +1.2% |
| 3Y | -31.0% | +159.5% | -190.5% | -48.0% |
| 5Y | -63.2% | +198.5% | -261.7% | -74.1% |
| All | +3.2% | +200.9% | -197.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling