-22.1%
BA vs AVTR
-60.1%
+38.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | +1.1% | -3.6% | +4.7% | +1.9% |
| 30D | -7.9% | +0.8% | -8.7% | -8.1% |
| 3M | -25.3% | +17.4% | -42.7% | -28.1% |
| 6M | -24.6% | +83.5% | -108.1% | -35.3% |
| YTD | -20.1% | +35.0% | -55.1% | -26.7% |
| 1Y | -11.8% | +36.7% | -48.4% | -19.5% |
| 3Y | -10.1% | -15.3% | +5.2% | -12.1% |
| All | -22.1% | -60.1% | +38.0% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling