-14.7%
BA vs AVTR
-15.2%
+0.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -7.9% | +1.5% | -9.4% | -8.1% |
| 3M | -25.2% | +14.2% | -39.4% | -26.9% |
| 6M | -26.7% | +97.4% | -124.1% | -35.5% |
| YTD | -19.6% | +37.3% | -56.9% | -24.9% |
| 1Y | -10.6% | +36.8% | -47.4% | -16.5% |
| All | -14.7% | -15.2% | +0.5% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling