-94.1%
AVXL vs VT
+345.0%
-439.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.1% | -7.8% | -9.2% |
| 7D | -14.6% | -4.2% | -10.4% | -11.8% |
| 30D | -30.6% | -5.8% | -24.8% | -27.5% |
| 3M | -65.3% | -5.2% | -60.1% | -63.8% |
| 6M | -67.0% | +0.1% | -67.1% | -66.6% |
| YTD | -68.8% | +8.2% | -77.1% | -70.0% |
| 1Y | -84.8% | +10.1% | -94.9% | -85.5% |
| 3Y | -81.6% | +69.7% | -151.3% | -86.2% |
| 5Y | -95.2% | +53.4% | -148.5% | -96.1% |
| 10Y | -60.9% | +219.2% | -280.1% | -74.1% |
| All | -94.1% | +345.0% | -439.1% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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