-64.5%
AVTR vs GAP
+6.6%
-71.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.1% | -1.5% |
| 7D | +1.6% | -3.2% | +4.7% | +2.2% |
| 30D | +8.4% | -0.7% | +9.1% | +8.2% |
| 3M | +50.2% | -0.5% | +50.6% | +49.7% |
| 6M | +82.6% | -5.0% | +87.6% | +83.0% |
| YTD | +29.8% | -14.7% | +44.5% | +32.5% |
| 1Y | +16.0% | -8.6% | +24.6% | +16.7% |
| 3Y | -26.4% | +108.4% | -134.8% | -38.2% |
| 5Y | -64.5% | +5.8% | -70.2% | -71.1% |
| All | -64.5% | +6.6% | -71.1% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling