-50.8%
BA vs AVTR
+6.1%
-56.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.6% | +3.2% | -3.7% | -1.5% |
| 30D | -8.0% | +0.5% | -8.5% | -8.2% |
| 3M | -25.8% | +12.1% | -37.9% | -28.6% |
| 6M | -27.6% | +91.2% | -118.8% | -41.8% |
| YTD | -21.0% | +36.3% | -57.3% | -30.0% |
| 1Y | -12.3% | +35.2% | -47.5% | -22.4% |
| 3Y | -12.8% | -15.8% | +3.1% | -15.4% |
| 5Y | -22.4% | -58.9% | +36.6% | -2.1% |
| All | -50.8% | +6.1% | -56.9% | -60.4% |
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