-60.1%
AVTR vs GTLB
-47.1%
-13.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +2.7% | +11.1% | -8.4% | +1.1% |
| 30D | +12.1% | +37.8% | -25.8% | +6.8% |
| 3M | +57.2% | +61.6% | -4.3% | +46.2% |
| 6M | +73.1% | +98.9% | -25.9% | +55.2% |
| YTD | +30.6% | +32.8% | -2.1% | +23.5% |
| 1Y | +13.5% | +14.7% | -1.2% | +9.0% |
| 3Y | -31.0% | +1.3% | -32.4% | -35.1% |
| All | -60.1% | -47.1% | -13.0% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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