-28.9%
AVTR vs EXPD
+68.7%
-97.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +2.7% | -1.1% | +3.8% | +3.2% |
| 30D | +12.1% | +4.1% | +8.0% | +10.1% |
| 3M | +57.2% | +17.9% | +39.3% | +46.0% |
| 6M | +73.1% | +29.2% | +43.8% | +53.2% |
| YTD | +30.6% | +27.4% | +3.3% | +15.2% |
| 1Y | +13.5% | +56.8% | -43.3% | -11.5% |
| All | -28.9% | +68.7% | -97.6% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling