-50.6%
BA vs AVTR
+8.1%
-58.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.4% |
| 7D | -1.7% | +1.9% | -3.6% | -2.3% |
| 30D | -9.5% | +1.5% | -11.0% | -9.9% |
| 3M | -26.5% | +17.1% | -43.5% | -30.2% |
| 6M | -27.4% | +91.5% | -118.8% | -41.7% |
| YTD | -20.6% | +38.8% | -59.4% | -30.1% |
| 1Y | -11.4% | +37.7% | -49.2% | -22.1% |
| 3Y | -10.8% | -13.5% | +2.6% | -14.3% |
| 5Y | -21.9% | -59.3% | +37.4% | -0.9% |
| All | -50.6% | +8.1% | -58.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling