-4.6%
BA vs AVTR
-31.1%
+26.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | +1.2% | +2.7% | -1.5% | +0.7% |
| 30D | -11.6% | +12.1% | -23.7% | -13.3% |
| 3M | -2.4% | +57.2% | -59.6% | -10.3% |
| 6M | -6.6% | +73.1% | -79.7% | -16.0% |
| YTD | -2.2% | +30.6% | -32.9% | -7.8% |
| 1Y | -8.0% | +13.5% | -21.5% | -11.8% |
| All | -4.6% | -31.1% | +26.5% | -3.2% |
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