+6.7%
AVTR vs EXPD
+172.6%
-165.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +3.3% |
| 7D | -3.6% | -7.2% | +3.5% | -0.1% |
| 30D | +0.8% | -3.3% | +4.1% | +2.3% |
| 3M | +17.4% | +3.4% | +14.0% | +14.9% |
| 6M | +83.5% | +22.7% | +60.8% | +64.1% |
| YTD | +35.0% | +24.5% | +10.5% | +17.8% |
| 1Y | +36.7% | +38.6% | -2.0% | +12.2% |
| 3Y | -15.3% | +71.5% | -86.8% | -39.2% |
| 5Y | -59.5% | +56.2% | -115.7% | -70.0% |
| All | +6.7% | +172.6% | -165.9% | -47.9% |
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