+7.2%
AVTR vs GAP
+23.4%
-16.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.5% | -1.9% | +2.4% | +0.8% |
| 30D | -1.0% | -7.1% | +6.0% | +0.3% |
| 3M | +12.2% | +4.1% | +8.1% | +10.6% |
| 6M | +97.5% | +1.9% | +95.5% | +94.7% |
| YTD | +35.6% | -15.2% | +50.8% | +38.2% |
| 1Y | +32.8% | -10.6% | +43.5% | +33.9% |
| 3Y | -16.5% | +74.6% | -91.1% | -29.5% |
| 5Y | -59.1% | +3.7% | -62.8% | -63.9% |
| All | +7.2% | +23.4% | -16.3% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling