+5.2%
AVTR vs EXPD
+174.6%
-169.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | +7.4% | -0.9% | +8.3% | +7.9% |
| 30D | +12.2% | +4.1% | +8.2% | +9.9% |
| 3M | +57.4% | +13.8% | +43.6% | +47.0% |
| 6M | +86.7% | +27.3% | +59.4% | +63.3% |
| YTD | +33.1% | +25.4% | +7.6% | +16.1% |
| 1Y | +16.1% | +54.4% | -38.2% | -10.1% |
| 3Y | -24.6% | +67.9% | -92.5% | -45.0% |
| 5Y | -63.5% | +59.2% | -122.7% | -73.3% |
| All | +5.2% | +174.6% | -169.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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