+5.2%
AVTR vs GAP
+30.1%
-25.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +7.4% | +1.7% | +5.7% | +7.0% |
| 30D | +12.2% | +9.3% | +2.9% | +9.8% |
| 3M | +57.4% | +6.1% | +51.3% | +54.9% |
| 6M | +86.7% | -2.3% | +88.9% | +86.0% |
| YTD | +33.1% | -10.6% | +43.7% | +34.6% |
| 1Y | +16.1% | -4.4% | +20.6% | +15.9% |
| 3Y | -24.6% | +118.3% | -142.9% | -39.1% |
| 5Y | -63.5% | +12.2% | -75.7% | -68.3% |
| All | +5.2% | +30.1% | -25.0% | -18.3% |
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